The (mis)behavior of markets : a fractal view of risk, ruin, and reward
著者
書誌事項
The (mis)behavior of markets : a fractal view of risk, ruin, and reward
Published by Basic Books, c2004
- タイトル別名
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Misbehavior of markets
Behavior of markets
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注記
Includes bibliographical references and index
収録内容
- 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