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I've quoted Taieb a few times here on ET, and can only recommend his books (his more recent ones on "Black Swans" is also widely quoted, as it seems to describe this summer's crisis quite well - markets repeatedly underestimate the probability of rare events and get wiped out when they actualyl happen.

His book and his site are a lot about himself, but there is a lot of good thing to chew too. From his site:



In the long run, we're all dead. John Maynard Keynes

by Jerome a Paris (etg@eurotrib.com) on Wed Sep 26th, 2007 at 05:53:15 AM EST

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