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Personal 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.
Variant title: Misbehavior of markets
Variant title: Behavior of markets
Publication info: New York : Basic Books, c2004.
Physical description: xiv, 328 p. : ill. ; 25 cm.
ISBN: 0465043550 (alk. paper)
Personal name: Hudson, Richard L.
Subject: Capital market.
Subject: Investment analysis.
Subject: Stocks--Prices.
Subject: Securities.
Subject: Risk management.
Bibliography note: Includes bibliographical references (p. [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.
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Call Numbers for: GENERAL
1) HG4523 .M257 2004 1 BUSBOOK STORTEMP

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