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 Info | New York : Basic Books, ©2004. |
| Description | xiv, 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 note | Includes bibliographical references (p. [303]-317) and index. |
| LCCN | 2004011400 |
| ISBN | 0465043550 (alk. paper) |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Joyner | General Stacks | HG4523 .M257 2004 | ✔ Available | Place Hold |