8:22
Ellipticality and Portfolios: Informal conversation with Raphael Douady (in French)
N N Taleb's Probability Moocs
8:03
How you will go bust on a favorable bet. (Kelly/Shannon/Thorp)
5:48
How Increasing Benefits Increases the Risk of Ruin
26:23
How to Price an Election: A Martingale Approach- Discussion with Dhruv Madeka
8:46
Ellipticality (Technical)
15:36
QUANTITATIVE FINANCE 1: Deriving Black-Sholes via Itô's lemma (the dynamic hedging approach)
10:51
QUANTITATIVE FINANCE 2: We don't use Black-Scholes, the simpler derivation vindicating Bachelier.
5:34
The Fed should not vary interest rates from normal levels, says author Nassim Taleb
CNBC Television
30:56
Universa's Bernoulli for Portfolio Simulation: Correcting the Empirical Distribution
