The Blank Swan: The End of Probability

Author: Elie Ayache
Publisher: Wiley
Published: 05/17/2010
Pages: 496
Binding Type: Hardcover
Weight: 2.15lbs
Size: 9.60h x 6.60w x 1.50d
ISBN: 9780470725221

About the Author

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.