Chapter 1 | TFP | nbconvert reports "Erroneous nesting of equation structures"

[bridgeland]

When converting Chapter 1 TFP to PDF via nbconvert, the latter fails, reporting "erroneous nesting of equation structures":

! Package amsmath Error: Erroneous nesting of equation structures;
(amsmath)                trying to recover with `aligned'.

See the amsmath package documentation for explanation.
Type  H <return>  for immediate help.
 ...                                              
                                              
l.1051 ...(X|A)p + P(X | \sim A)(1-p) \end{align*}
                                               \]
? 
! Emergency stop.
 ...                                              
                                              
l.1051 ...(X|A)p + P(X | \sim A)(1-p) \end{align*}
                                               \]

I think this failure is due to the presence of $$s surrounding an align statement, as described here and here