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(Mis)Behavior of Markets A Fractal View of Risk, Ruin, and Reward

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ISBN-10: 0465043550

ISBN-13: 9780465043552

Edition: 2004

Authors: Benoit B. Mandelbrot, Richard L. Hudson

List price: $27.50
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Book details

List price: $27.50
Copyright year: 2004
Publisher: Basic Books
Publication date: 8/3/2004
Binding: Hardcover
Pages: 352
Size: 6.75" wide x 9.75" long x 1.00" tall
Weight: 1.496
Language: English

Prelude : introducing a maverick in science : Benoit Mandelbrot, the "father" of fractals, has made a career of going against the prevailing fashions in science
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
Pictorial essay : images of the abnormal
Turbulent markets : a preview
Studies in roughness : a fractal primer
Pictorial essay : a fractal gallery
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