The (mis)behavior of markets : a fractal view of risk, ruin, and reward / Benoit B. Mandelbrot and Richard L. Hudson.

Author/creator Mandelbrot, Benoit B.
Other author Hudson, Richard L.
Format Book
Publication InfoNew York : Basic Books, ©2004.
Descriptionxiv, 328 pages : illustrations ; 25 cm
Subjects

Variant title Misbehavior of markets
Variant title Behavior of markets
Contents 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.
Bibliography noteIncludes bibliographical references (p. [303]-317) and index.
LCCN 2004011400
ISBN0465043550 (alk. paper)

Availability

Library Location Call Number Status Item Actions
Joyner General Stacks HG4523 .M257 2004 ✔ Available Place Hold