The (mis)behaviour of markets : a fractal view of risk, ruin, and reward
著者
書誌事項
The (mis)behaviour of markets : a fractal view of risk, ruin, and reward
Profile books, 2008
New ed
- : pbk
- タイトル別名
-
Misbehaviour of markets
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注記
Includes bibliographical references (p [303]-315) and index
"This paperback edition published in 2008"--T.p. verso
内容説明・目次
内容説明
This international bestseller, which foreshadowed a market crash, explains why it could happen again if we don't act now. Fractal geometry is the mathematics of roughness: how to reduce the outline of a jagged leaf or static in a computer connection to a few simple mathematical properties. With his fractal tools, Mandelbrot has got to the bottom of how financial markets really work. He finds they have a shifting sense of time and wild behaviour that makes them volatile, dangerous - and beautiful. In his models, the complex gyrations of the FTSE 100 and exchange rates can be reduced to straightforward formulae that yield a much more accurate description of the risks involved.
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