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Author Mandelbrot, Benoit B.

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

Publication Info. New York : Basic Books, [2004]
©2004
Bookmark link: https://library.naperville-lib.org:444/record=b1001935~S1
Location Call No. Status
 Nichols Adult Nonfiction  332.01 MAN    IN TRANSIT +1 HOLD
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Description xiv, 328 pages : illustrations ; 25 cm
Bibliography Includes bibliographical references (pages [303]-317) and index.
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.
Subject Capital market.
Investment analysis.
Stocks -- Prices.
Securities.
Risk management.
Added Author Hudson, Richard L.
Added Title Misbehavior of markets
Behavior of markets
ISBN 0465043550
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