English title: The Black Swan Subtitle: How to Deal with an Unpredictable Future Author: Nassim Nicholas Taleb Translator: Wan Dan Publisher: CITIC Press Publication Year: 2009-8 ISBN: 9787508616018 Notes: The author uses his own experiences — the Lebanese war, a journalist’s war diary, a stock market crash, Yevgenia’s book — as his entry points, describing from personal experience this world that lives in uncertainty.

Function Description abs(number) Returns the absolute value of a number apply(function[, args[, kwds]]) Calls the given function, optionally providing arguments all(iterable) Returns True if all elements of the iterable are true, otherwise False any(iterable) Returns True if any element of the iterable is true, otherwise False basestring() Abstract superclass of str and unicode, used for type checking bool(object) Returns True or False depending on the boolean value of object callable(object) Checks whether an object is callable chr(number) Returns the character whose ASCII code is the given number classmethod(func) Creates a class method from an instance method cmp(x, y) Compares x and y — returns a positive number if x>y; returns 0 if x==y complex(real[, imag]) Returns the complex number with the given real part (and optional imaginary part) delattr(object, name) Deletes the given attribute from the given object dict([mapping-or-sequence]) Constructs a dictionary, optionally from a mapping or a list of (key, value) pairs.

1. What a Quant Does A quant’s job is to design and implement mathematical models for finance, including derivative pricing, risk valuation, and predicting market behavior. 2. Types of Quants Desk quant, who develops pricing models used directly by traders. The advantage is being close to the money and the opportunities encountered in trading.

1. Koch Curve The Swedish mathematician Helge von Koch proposed the Koch curve in his 1904 paper “On a continuous curve without tangents, constructible from elementary geometry.” It is described as follows: Specify the length of a line segment \(l\) (this can be thought of as iteration 0) Divide this

1. Fractal Theory 1.1 The Definition of a Fractal A fractal usually refers to a geometric shape that can be divided into several parts, each of which is approximately a reduced-scale copy of the whole — that is, it has the property of self-similarity. 1.2 The History of Fractal Research In the 17th century, Leibniz already pondered the problem of self-similarity.