#writers#nassimtaleb#booklist

Nassim Taleb's Top 25 Book Recommendations

Scholar, statistician and guru of risk-management Dr. Nassim Taleb recommends his favorite novels and the best professional books. Sourced from his website and Amazon purchase reviews.

The Tartar Steppe

DINO BUZZATI
As a child, I viewed the world into two types of people: those who read “The Tartar Steppe” and were therefore marked by it, and the rest. Francois Mitterand, who was not my cup of tea, seduced me whe...

The Opposing Shore

RICHARD HOWARD
Until I read this book, Buzzati's "The Tartar Steppe" was my favorite novel, perhaps my only novel, the only one I cared to keep re-reading through life. This is, remarkably a very similar story about...

1,000 foods to Eat Before You Die

MIMI SHERATON
If one is to name the single most knowledgeable person about food on planet Earth, it would be Mimi Sheraton. She is also --by far-- the most experienced food critic in an area where experience matter...

Who We Are and How We Got Here: Ancient DNA and the New Science of the Human Past

DAVID REICH
I will write a longer review, but this is a monument, not just a book. And the beginning of a new cultural program. On a scale of 0 to 100, paternity tests count as 99.99 and written/oral history sho...

The (Mis) Behavior of Markets

BENOIT B. MANDELBROT
I have been involved in the professional practice of uncertainty for almost all of my adult life. I've seen and read books and papers on the subject of deviations, with "this is interesting" here and ...

The French Revolution and What Went Wrong

STEPHEN CLARKE
I spent part of my adult life falling asleep trying to read Burke's "Reflections on the Revolution in France", advancing at a pace of 10 pages every 2 years and three months (two pages are enough to i...

Collected Fictions

JORGE LUIS BORGES
This is something very hard to find, almost by definition: a literary writer who thinks in abstract terms (the only other such author I've read is Stanislaw Lem). These are philosophical thought exper...

Why Stock Markets Crash

DIDIER SORNETTE
The author aside from the problem of crashes presents an insightful exposition of tipping points. I don't know why his approach makes it clearer and deeper than those of Watts and Barabasi – is it due...

Seeking Wisdom: From Darwin to Munger

PETER BEVELIN
A wonderful book on wisdom and decision making written by a wise decision-maker. This is the kind of book you read first, then leave by your bedside and re-read a bit every day, so you can slowly soak...

The Paradox of Choice

BARRY SCHWARTZ
I find it clear in its exposition of the problems of modern psychology. In addition to the ideas of "satisficing”, it displays the major ideas in the psychology of happiness (hedonic treadmill), along...

The Tyranny of Experts

WILLIAM EASTERLY
The point that top-down development methods are great on paper but have not produced benefits (“so far”) is a point Easterly has made before, heavily influencing yours truly in the formation his own a...

Birth of a Theorem

CÉDRIC VILLANI
This book takes us through the formulation of the theorems in “On Landau damping” by Clément Mouhot and Cédric Villani. Villani is playful in real life, his research is playful, and the book is playfu...

Modelling Extremal Events for Insurance and Finance

PAUL EMBRECHTS
The mathematics of extreme events, or the remote parts of the probability distributions, is a discipline on its own, more important than any other with respect to risk and decisions since some domains...

Kelly Capital Growth Investment Criterion: The Theory and Practice

LEONARD C. MACLEAN (EDITOR), EDWARD O. THORP (EDITOR), WILLIAM T. ZIEMBA (EDITOR)
There are two methods to consider in a risky strategy. 1) The first is to know all parameters about the future and engage in optimized portfolio construction, a lunacy unless one has a god-like knowle...

The Science of Conjecture: Evidence and Probability before Pascal

JAMES FRANKLIN
Indispensable. This book stands above, way above the rest: I've never seen a deeper exposition of the subject, as this text covers, in addition to the mathematical bases, the true philosophical origin...

Probability, Random Variables and Stochastic Processes

ATHANASIOS PAPOULIS (AUTHOR), S. UNNIKRISHNA PILLAI (AUTHOR)
When readers and students ask me for a useable book for non-mathematicians to get into probability (or a probabilistic approach to statistics), before embarking into deeper problems, I suggest this bo...

Mathematics: Its Content, Methods and Meaning

ANDREI NIKOLAEVICH KOLMOGOROV
There is something admirable about the school of the Russians: they are thinkers doing math, with remarkable clarity, minimal formalism, and total absence of unnecessary pedantry one finds in more mod...

The Hour Between Dog and Wolf: Risk Taking, Gut Feelings, and the Biology of Boom and Bust

COATES, JOHN
I read this book after completing my exposition of overcompensation, how a stressor or a random event causes an increase in strength, in excess of what is needed, like a redundancy. I was also looking...

Information: The New Language of Science

HANS CHRISTIAN VON BAEYER
If you want an introduction to information theory, and, in a way, probability theory from the real front door, this is it. A clearly written book, very intuitive, explains things, such as the Monty Ha...

Statistical Models: Theory and Practice

DAVID FREEDMAN
I spent my life focusing on the errors of statistics and how they sometimes fail us in real life, because of the misinterpretation of what the techniques can do for you. This book is outstanding in th...

A Guide to Econometrics

PETER KENNEDY
The best intuition builder in both statistics and econometrics. I have been reading the various editions throughout my career. Please, keep updating it, Peter Kennedy! ...

Perilous Interventions: The Security Council and the Politics of Chaos

HARDEEP SINGH PURI
This is an outstanding book on the side effects of interventionism, written in extremely elegant prose and with maximal clarity. It documents how people find arguments couched in moralistic terms to i...

Rational Decisions

KEN BINMORE
This is a must read as it presents a comprehensive set of the principles and axioms behind neo-classical economics. Binmore is a mathematician, hence everything is mapped properly, clearly, and thorou...

The Elements of Statistical Learning

JEROME FRIEDMAN
Very comprehensive, sufficiently technical to get most of the plumbing behind machine learning. Very useful as a reference book (actually, there is no other complete reference book). The authors are ...

Order without Design

ALAIN BERTAUD
Bertaud knows cities inside out. It is a pleasure to read something by a person who knows his subject in so much depth. He reveals how planning can mess up cities, how the market is more intelligent t...
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