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

Benoit B. Mandelbrot and Richard L. Hudson

Published by Basic Books, c2004

タイトル別名

Misbehavior of markets

Behavior of markets

この図書・雑誌をさがす
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
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