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Events Salon with Elie Ayache

Salon with Elie Ayache

April 28 2016

Runtime TBA



French-Lebanese derivatives trader and philosopher Elie Ayache, composer Bhob Rainey, and New Paradise Laboratories artistic director Whit McLaughlin lead a salon conversation on the nature of “The Unprecedented” as it impacts our world.

Elie Ayache

Hosted as part of O Monsters First Draft by New Paradise Laboratories, running through Sat, Apr 30. Information and tickets.

We thank The Pew Center for Arts & Heritage for the generous resources and faith they have expressed in us through a Discovery grant for research and development.


Support for the development of O Monsters First Draft provided in part by the Independence Foundation New Theatre Works Initiative

Elie Ayache was born in Lebanon in 1966. Trained as an engineer at l’École Polytechnique of Paris, he pursued a career of option market-maker on the floor of MATIF (1987-1990) and LIFFE (1990-1995). He then turned to the philosophy of probability (DEA at la Sorbonne) and to derivative pricing, and co-founded ITO 33, a financial software company, in 1999. Today ITO 33 is the leading specialist in the pricing of convertible bonds, in the equity-to-credit problem, and more generally in the calibration and recalibration of volatility surfaces. Ayache has published numerous articles on the philosophy of contingent claims, and is the author of the influential book The Blank Swan: The End of Probability(2010).