People who know value for money when they see it, that's who! We have brought together the most experienced lecturers/practitioners to give the most focused education in quantitative finance. This is unequalled by anything else in Europe. IMHO!The course is almost full already. P
I met with the producers of that BBC Horizon program while it was being planned and told them the Ed Thorp story. But you can see from their end result that historical accuracy was not high on their list of priorities...I think they missed a better story!P
I believe NT is doing fine. His investors also appreciate him as a hedge for the rest of their portfolios during extreme markets. But as Pat says, it can't be an easy sell, a fund that expects to lose most months.P
One of the big problems is when the option value has a gamma that changes sign (with asset price for example). The price is then very sensitive to the vol model, in particular how you interpret/use skews.P
Chukchi, for that price jaiman could get French lessons and translate it for himself!jaiman, I have the Bachelier book and it is very easy to understand with even the most modest of French.P