Applied math prof at Stony Brook University: quantitative finance, computational science, economics, public policy, space exploration. Co-founder RWRI.
Someone asked me what books would be useful in becoming a quant. There are any number of decent quant texts, but here are two books that people don’t usually think of: Beat the Dealer by Edward Thorpe and Moneyball by Michael Lewis. Then read Dynamic Hedging by Nassim Taleb.
Flaneur: probability (philosophy), probability (mathematics), probability (real life), Phoenician wine, deadlifts & dead languages. Greco-Levantine. #RWRI
YEAR IN REVIEW 2022, 1 Taught a class (in person)"Static and Dynamic Hedging" owing to the passing of Peter Carr; incorporated my lecture notes into the 1st draft of a book --more technical reformulations of my Dynamic Hedging (1997). https://t.co/GB4CxmqCNb