1 option
The (mis)behavior of markets : a fractal view of risk, ruin, and reward / Benoit B. Mandelbrot and Richard L. Hudson.
Lippincott Library HG4523 .M257 2004
Available
- Format:
- Book
- Author/Creator:
- Mandelbrot, Benoit B.
- Language:
- English
- Subjects (All):
- Capital market.
- Investment analysis.
- Stocks--Prices.
- Stocks.
- Securities.
- Risk management.
- Physical Description:
- xiv, 328 pages : illustrations ; 25 cm
- Other Title:
- Misbehavior of markets
- Behavior of markets
- Place of Publication:
- New York : Basic Books, [2004]
- Summary:
- In his first book for a general audience, Mandelbrot, with co-author Hudson, shows how the dominant way of thinking about the behavior of markets--a set of mathematical assumptions a century old and still learned by every MBA and financier in the world--simply does not work.
- 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.
- Notes:
- Includes bibliographical references (pages [303]-317) and index.
- ISBN:
- 0465043550
- OCLC:
- 55475129
The Penn Libraries is committed to describing library materials using current, accurate, and responsible language. If you discover outdated or inaccurate language, please fill out this feedback form to report it and suggest alternative language.