The video of their interview on The News Hour is here, although I don't highly recommend it, there are probably better ways to spend a precious 10 minutes. I mainly listened to it to get a sense of how Taleb behaves in real life after just reading his book Fooled By Randomness. He talks abhorrently slowly, is dressed casually enough to play a game of stick ball, and his points are remarkably intelligent.
Both Mandelbrot (the founder of fractal theory) are Taleb are persistent in pointing out that they don't know what will happen, because they don't have enough information. This is not a sexy talking point and it does not sell newspapers or attract click-through readers. But it is a refreshing point in a world striken with hindsight bias.
My prediction is that ten years from now the WSJ will be filled with in-depth articulations of why the investment banks crashed and why banking consolidation turned out to be so risky. It will all seem so simple then. A note to my future self: it wasn't.