NassimTaleb, a veteran option arbitrageur, is the author of Dynamic Hedging: Managing Vanilla and Exotic Options. He holds an MBA from Wharton and is soon to defend a Ph.D. thesis in option pricing at Universite Paris Dauphine. His next book (coauthored with HelyetteGeman) will be called Applied Option Theory. Aside from option theory, Taleb is interested in the philosophy of statistical inference