The Blank Swan - The End of Probability

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Product details

  • ISBN 9780470725221
  • Weight: 975g
  • Dimensions: 175 x 254mm
  • Publication Date: 09 Apr 2010
  • Publisher: John Wiley & Sons Inc
  • Publication City/Country: US
  • Language: English
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Elie Ayache was born in Lebanon in 1966. Trained as an engineer at l'École 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.

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