The (mis)behavior of markets : a fractal view of risk, ruin, and reward /

"Together with Richard L. Hudson, Benoit Mandelbrot turns a fractal eye to the behavior of financial markets and overturns the "random walk" theory that is the underpinning of all contemporary financial analysis. Markets, we learn, are far riskier than we have wanted to believe."...

Descripción completa

Detalles Bibliográficos
Autor principal: Mandelbrot, Benoit B.
Otros Autores: Hudson, Richard L.
Formato: Libro
Lenguaje:English
Publicado: New York : Published by Basic Books, c2004.
Materias:
Mercado de capitales.
Análisis de inversiones
Inventarios.
Seguridad financiera.
Acceso en línea:Contributor biographical information
Publisher description
Table of contents
Tabla de Contenidos:
  • 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.

Ejemplares similares