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The (mis)behavior of markets : a fractal view of risk, ruin, and reward

Author: Benoit B Mandelbrot; Richard L Hudson
Publisher: New York : Published by Basic Books, ©2004.
Edition/Format:   Book : EnglishView all editions and formats
Database:WorldCat
Summary:
"Together with Richard L. Hudson, Benoit Mandelbrot turns a fractal eye to the behavior of financial markets and overturns the "random walk" theory that is the underpinning of all contemporary financial analysis. Markets, we learn, are far riskier than we have wanted to believe." "The ability to simplify the complex has made Mandelbrot one of the century's most influential mathematicians. With his fractal models,  Read more...
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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Benoit B Mandelbrot; Richard L Hudson
ISBN: 0465043550 9780465043552 9780465043576 0465043577
OCLC Number: 55475129
Description: xxiv, 328 p. : ill. ; 24 cm.
Contents: Risk, ruin, and reward --
By the toss of a coin or the flight of an arrow? --
Bachelier and his legacy --
The house of modern finance --
The case against the modern theory of finance --
Turbulent markets : a preview --
Studies in roughness : a fractal primer --
The mystery of cotton --
Long memory, from the Nile to the marketplace --
Noah, Joseph and market bubbles --
The multifractal nature of trading time --
Ten heresies of finance --
In the lab.
Other Titles: Misbehavior of markets
Behavior of markets
Responsibility: Benoit B. Mandelbrot and Richard L. Hudson.
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Abstract:

From the inventor/founder of fractal geometry, the award-winning book that turns modern financial theory on its head.  Read more...

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Nassim Nicholas Taleb"The deepest and most realistic finance book ever published."

 
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schema:reviewBody""Together with Richard L. Hudson, Benoit Mandelbrot turns a fractal eye to the behavior of financial markets and overturns the "random walk" theory that is the underpinning of all contemporary financial analysis. Markets, we learn, are far riskier than we have wanted to believe." "The ability to simplify the complex has made Mandelbrot one of the century's most influential mathematicians. With his fractal models, the (mis)behavior of the world's markets - from the gyrations of IMB's stock price and the Dow, to cotton trading, and the dollar-Euro exchange rate - can be understood in more accurate terms than the tired theories of yesteryear." "The (Mis)Behavior of Markets is a reevaluation of the standard tools and models of modern financial theory. Mandelbrot's fresh insights explode the false assumptions that have caused millions of investors, traders, and managers to underestimate the real risk, of the market."--Jacket."
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