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The Blank Swan: The End of Probability

The Blank Swan: The End of Probability - Hardcover

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Availability:In StockContributor:Elie AyachePublish date:2010-05-17Pages:496
Language:EnglishPublisher:WileyISBN-13:9780470725221ISBN-10:470725222UPC:9780470725221Book Category:Business & EconomicsBook Subcategory:Investments & Securities, FinanceBook Topic:OptionsSize:9.60 x 6.60 x 1.50 inchesWeight:2.1517Product ID:SCC84Q3ZHA
Language:EnglishPublisher:WileyISBN-13:9780470725221ISBN-10:470725222UPC:9780470725221Book Category:Business & EconomicsBook Subcategory:Investments & Securities, FinanceBook Topic:OptionsSize:9.60 x 6.60 x 1.50 inchesWeight:2.1517Product ID:SCC84Q3ZHA

Elie Ayache was born in Lebanon in 1966. Trained as an engineer at l'?cole Polytechnique of Paris, he pursued a career of option market-maker on the floor of MATIF (1987-1990) and LIFFE (1990-1995). He then turned to the philosophy of probability (DEA at la Sorbonne) and to derivative pricing, and co-founded ITO 33, a financial software company, in 1999. Today, ITO 33 is the leading specialist in the pricing of convertible bonds, in the equity-to-credit problem, and more generally, in the calibration and recalibration of volatility surfaces. Elie has published many articles in the philosophy of contingent claims, as well as a book, dedicated to the philosophy of writing.

Publisher: Wiley

Contributor(s)

Elie Ayache

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