Though I hardly run much anymore, I recently bought myself a pair of fluorescent-pink Nike Vaporfly shoes (the only color available), the ones in which…
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Late Fifties Crazes Each year seasonal crazes sweep through our school. One month it’s silkworms in shoeboxes with air holes that we feed mulberry or…
Comments closedA single name–Bjork or Madonna–is grand. A single name with its own name is even grander.
Comments closedGood hotels disembody you but don’t depersonalize you. Why Is This Interesting: Life in the Hotel Okura
Comments closedVolatility is the propensity to continually change one’s current state, irrespective of the direction of the change. … Whereas uncertainty came late in the discussion…
Comments closedOne of my favorite artworks is a 1986 collage by David Hockney called Pearblossom Hwy. A photo or print cannot do justice to the original,…
Comments closedI’ve lived here for close to fifty years, but I still see it with foreign eyes through which New York is a glamorous sophisticated place…
Comments closedIdeal money is a security that has no dimension. Ideal money is atomic, structureless, has no extension but has infinite duration. Ideal money has zero…
Comments closedI read that Apple is falling behind in AI research because it’s cult of secrecy makes it difficult to attract top-level researchers. This resonated with…
Comments closedVideo of Lecture on Models Behaving Badly at The Institute of Physics, London, 2013
Comments closedMany behavioral economists want to correct people’s supposedly irrational behavior by teaching them statistics and arithmetic. But the world of human behavior has more than…
Comments closedA brief lecture given at the BBQ, the Bloomberg Quant Seminar Scientific_Approach_to_Finance
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As recollected from a Walt Kelly Pogo Cartoon in the NY Post in the early 1970s. Somewhere I have the original cartoon, which I will…
Comments closedIn Hong Kong the other day I saw an exhibition of photographs taken by Sebastian Salgado. Some of them were photographs of
Comments closedThe late flight I boarded for Europe took off precisely on time. I sent one last email before they closed the airplane doors and commanded…
Comments closedRecollections concerning first experiences of human death: 1. I am between one and two years old. A closed to door to a darkened room. I…
Comments closedIn the beginning, no Inside or Outside. When other things materialize, call them things. Things penetrate your boundary. Every thing is Inside or Outside. You cannot…
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Forty-odd years ago I had to take a final exam in Thermodynamics in order to be exempt from taking the course itself, and in order…
Comments closedAbout ten years ago, after living in New York for three decades, I took a short vacation at Kvikne’s Hotel in Balestrand, right on the…
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I went to see the Israeli movie Fill The Void a little reluctantly. I wasn’t and am still not that interested in the lives of…
Comments closedOn a long trip from HK to JFK I reread The Crying of Lot 49 by Pynchon. I read it as a desperate attempt to…
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I am going to teach an introductory course in financial engineering, and I hate the way people who introduce the subject in continuous time struggle…
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To teach someone well, you have to be able to put yourself in that person’s mental place, because they are not you and don’t have…
Comments closedThese are twelve 2008 lectures on the Smile from a course I teach at Columbia. See the attached files. It has been modified a little…
Comments closedRe Felix Salmons’s post on
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