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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: London : Profile, 2008.
Edition/Format:   Print book : English : [New ed.]View all editions and formats
Summary:

Includes material on the market crisis. This book presents models where the complex gyrations of the FTSE 100 and exchange rates can be reduced to straightforward formulae that yield a much more  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: 9781846682629 1846682622
OCLC Number: 275913496
Notes: Originally published: 2004.
Description: xxvi, 326 pages : illustrations ; 20 cm
Contents: Intoducting a Maverick in science --
The old way --
Risk, ruin, and reward --
By the toss of a coin or the flight of an arrow --
Bachelier and legacy --
The house of modern finance --
The case against the modern theory of finance --
The new way --
Turbulent markets, a preview --
Studies in roughness --
The mystery of cotton --
Long memory, from the Nile to marketplace --
Noah, Joseph, and market bubbles --
The multifractal nature of trading time --
The way ahead --
Ten heresies of finance --
In the lab.
Other Titles: Misbehaviour of markets
Responsibility: Benoit B. Mandelbrot and Richard L. Hudson.
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Mandelbrot is acknowledged as the father of chaos theory ... he is, simply, very clever indeed. * Sunday Telegraph * The reader gets a clear picture of the history of finance theory ... the best Read more...

 
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