The Unknown Unknown
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The Unknown Unknown
Mark Forsyth - author of the Sunday Times Number One bestseller The Etymologicon - reveals in this essay, specially commissioned for Independent Booksellers Week, the most valuable thing about a really good bookshop. Along the way he considers the wisdom of Donald Rumsfeld, naughty French photographs, why Elizabeth Bennet and Mr Darcy would never have met online, and why only a bookshop can give you that precious thing - what you never knew you were looking for.
The Elements of Eloquence
FROM THE AUTHOR OF THE SUNDAY TIMES NUMBER ONE BESTSELLER THE ETYMOLOGICON. 'An informative but highly entertaining journey through the figures of rhetoric ... Mark Forsyth wears his considerable knowledge lightly. He also writes beautifully.' David Marsh, Guardian. Mark Forsyth presents the secret of writing unforgettable phrases, uncovering the techniques that have made immortal such lines as 'To be or not to be' and 'Bond. James Bond.' In his inimitably entertaining and witty style, he takes apart famous quotations and shows how you too can write like Shakespeare, Oscar Wilde or John Lennon. Crammed with tricks to make the most humdrum sentiments seem poetic or wise, The Elements of Eloquence reveals how writers through the ages have turned humble words into literary gold - and how you can do the same.
The Known, the Unknown, and the Unknowable in Financial Risk Management
Author: Francis X. Diebold
language: en
Publisher: Princeton University Press
Release Date: 2010-05-09
A clear understanding of what we know, don't know, and can't know should guide any reasonable approach to managing financial risk, yet the most widely used measure in finance today--Value at Risk, or VaR--reduces these risks to a single number, creating a false sense of security among risk managers, executives, and regulators. This book introduces a more realistic and holistic framework called KuU --the K nown, the u nknown, and the U nknowable--that enables one to conceptualize the different kinds of financial risks and design effective strategies for managing them. Bringing together contributions by leaders in finance and economics, this book pushes toward robustifying policies, portfolios, contracts, and organizations to a wide variety of KuU risks. Along the way, the strengths and limitations of "quantitative" risk management are revealed. In addition to the editors, the contributors are Ashok Bardhan, Dan Borge, Charles N. Bralver, Riccardo Colacito, Robert H. Edelstein, Robert F. Engle, Charles A. E. Goodhart, Clive W. J. Granger, Paul R. Kleindorfer, Donald L. Kohn, Howard Kunreuther, Andrew Kuritzkes, Robert H. Litzenberger, Benoit B. Mandelbrot, David M. Modest, Alex Muermann, Mark V. Pauly, Til Schuermann, Kenneth E. Scott, Nassim Nicholas Taleb, and Richard J. Zeckhauser. Introduces a new risk-management paradigm Features contributions by leaders in finance and economics Demonstrates how "killer risks" are often more economic than statistical, and crucially linked to incentives Shows how to invest and design policies amid financial uncertainty