Quants are weird

 

Came upon the most delightfully batshit website, that of Dr Espen Haug, Dolph Lundgren impersonator the co-author with Taleb of the assault on Black-Scholes-Merton option pricing I linked to in my recent history lecture.

I had imagined a tweedy academic with leather patches on his sleeves, someone not at all as interesting as Taleb. Instead Dr. Haug is a rock and roll  — maybe more Kraftwerk — trader-type, who seems to wear sunglasses indoors, and probably at night too. He calls himself “The Collector”, and has been dubbed Derivativens Konge in his native Norway, and seems something of a celebrity. He is a talented cartoonist as well, though his subject matter makes it unlikely he will achieve syndication in, say USA Today. A sample of his work is above, I hope he doesn’t mind. I would not like to see the demise of Quants who are this interesting, but as an avowed non-Gaussian, he should have a longer life expectancy.

Anyway, he linked to us, which shows admirable generosity, if possibly a lack of discernment. I have to say I was not able to follow much of the more abstruse 3D modelling of options “landscapes” on the site, my thinking sort of fuzzed up at that point. It struck me you might appreciate it more, Bento.

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