Paul's Blog

Priests and Applied Mathematicians

9th October 2007 admin 0

Nassim Taleb and I were lecturing in Mexico City at the weekend (thanks, RiskMathics!). In our free time we visited Teotichucan with its two impressive pyramids. The larger (Pyramide del Sol) is the third largest […]

Paul's Blog

Labour Gets A Head

24th September 2007 admin 0

Watching Gordon Brown speaking at the Labour Party conference I was reminded of that quotation by the insightful Georges Clemenceau, “Not to be a socialist at 20 is proof of want of heart, to be […]

Paul's Blog

Mexican Wave

2nd July 2007 admin 0

Entirely unoriginal, but I couldn’t resist taking this photo from the dais before my recent lecture at the HSBC Global Markets Conference, Latin America, held at Los Cabos, Mexico. (One of the audience members suggested […]

Paul's Blog

Swedish Message

10th June 2007 admin 0

And so my travels take me to the OMX in Stockholm where I had been invited to give a few lectures (fear and greed, blackjack and vol arb). The other two speakers were Joe Corona […]

Paul's Blog

Cannes Film Festival

24th May 2007 admin 0

The Cannes Film Festival, of sorts, began in 1939 as a palatable alternative to the Venice Film Festival which had by then developed a nasty habit of giving all its awards to chums of Hitler […]

Paul's Blog

Espen Haug book launch

13th May 2007 admin 0

Espen was kind enough to invite me to speak at the launch of his Derivatives: Models on Models at the Oslo Stock Exchange last week. My talk was on Blackjack (I hope to have it […]

Paul's Blog

Life in the tail

3rd May 2007 admin 0

Had dinner with Nassim Taleb last night, at Carluccio’s off Russell Square. I realise now how he got into this Black Swan thing…his entire life is lived in the tail, every time we meet there […]

Paul's Blog

Quantitative Finance in China

26th March 2007 admin 0

Paul Shaw (CEO of 7city Learning) and I have just returned from a week in China, starting in Shanghai and then going on to Beijing. We were invited there to explain about the Certificate in […]

Paul's Blog

Fear and Greed: The Market Price of Risk

14th February 2007 admin 0

The Market Price of Risk is a much-neglected quantity. It is a concept that you’ll find in models of incomplete markets. In a nutshell, if a market is incomplete and you can’t hedge away some […]

Paul's Blog

Top of the world, Ma!

13th August 2006 admin 0

Not wanting to compete with the Collector’s ‘The World is My Office,’ of course, but even on top of a volcano one can check one’s emails. This is Haleakala, the volcano on the East of […]

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