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

Author(s)

Bibliographic Information

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

Benoit B. Mandelbrot and Richard L. Hudson

Published by Basic Books, c2004

Other Title

Misbehavior of markets

Behavior of markets

Available at  / 5 libraries

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Note

Includes bibliographical references and index

Contents of Works

  • 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

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