Good introduction to the importance of fat tailed distributions in financial markets:<p><a href="http:&#x2F;&#x2F;aida.wss.yale.edu&#x2F;~nordhaus&#x2F;homepage&#x2F;documents&#x2F;statisticsoftailevents.pdf" rel="nofollow">http:&#x2F;&#x2F;aida.wss.yale.edu&#x2F;~nordhaus&#x2F;homepage&#x2F;documents&#x2F;statis...</a>