
Mathematician; founder, Princeton/Newport Partners 1969-1988 and Ridgeline Partners 1994-2002
Turned the Kelly criterion and warrant-pricing math into the first quantitative hedge fund, and his books are primary sources for both card counting and convertible arbitrage.
Chosen by shared topics, the entries that hold them, and the people who recommended both.
The first proven way to beat blackjack, by counting the cards left in the deck.
Edited volume of collected papers.
Recommended by: Nassim Nicholas Taleb
From beating blackjack with maths to pricing warrants and running a hedge fund.
A method to price warrants and convertibles and hedge them against the stock.
What each econometric technique is for, what it assumes and what goes wrong.
Recommended by: Nassim Nicholas Taleb
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