Dr. Pasquale Cirillo
Fat Tails: The Book
FAT TAILS is the book I am co-writing together with Prof. Nassim Taleb (NYU and The Real World Risk Institute).
It is a book dealing with the logic and the statistics of fat-tailed events, i.e. those events that are extremely far from the mean and the median in terms of magnitude, and/or rare in terms of occurrence over time.
The book is meant for all those aiming at knowing more about fat-tails, black swans and extremes, in a rigorous yet accessible way. It is part of the so-called Fat Tails Statistics Project.
The book will contain a lot of graphs, heuristics and intuitions. The slideshow above gives you a partial idea of the graphical flavor.
The mathematical part will be used to make things clearer and not to scare the reader.
On this page I will soon start posting preliminary materials, graphs, videos, etc.
Come back often to check! You will not regret it.
We are sure you will love our book. It is almost there….
It is a book dealing with the logic and the statistics of fat-tailed events, i.e. those events that are extremely far from the mean and the median in terms of magnitude, and/or rare in terms of occurrence over time.
The book is meant for all those aiming at knowing more about fat-tails, black swans and extremes, in a rigorous yet accessible way. It is part of the so-called Fat Tails Statistics Project.
The book will contain a lot of graphs, heuristics and intuitions. The slideshow above gives you a partial idea of the graphical flavor.
The mathematical part will be used to make things clearer and not to scare the reader.
On this page I will soon start posting preliminary materials, graphs, videos, etc.
Come back often to check! You will not regret it.
We are sure you will love our book. It is almost there….
