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The (Mis)Behaviour of Markets: A Fractal View of Risk, Ruin and Reward by Richard L. Hudson, Benoit B. Mandelbrot (Hardcover, 2004)

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Product Information

Fractal geometry is the mathematics of roughness: how to reduce the outline of a jagged leaf, a rocky coastline or static in a computer connection to a few simple mathematical properties - to make the complex simple. With his fractual tools, Benoit Mandelbrot has got to the bottom of how financial markets really work. He finds they have a shifting sense of time, a unique dimension and a wild kind of behaviour that makes them volatile, dangerous - and also beautiful. In Mandelbrot's fractual models, the complex gyrations of IBM's stock price, the FTSE 100, cotton trading and exchange rates can be reduces to straightforward formulae that yield a much more accurate description of the risks involved.

Product Identifiers

PublisherProfile Books
ISBN-139781861977656
eBay Product ID (ePID)90013147

Product Key Features

Number of Pages325 Pages
Publication NameThe (Mis) Behaviour of Markets: a Fractal View of Risk, Ruin and Reward
LanguageEnglish
SubjectGovernment, Finance, Mathematics, Management
Publication Year2004
TypeTextbook
AuthorRichard L. Hudson, Benoit B. Mandelbrot
FormatHardcover

Dimensions

Item Height242 mm
Item Weight660 g
Item Width162 mm

Additional Product Features

Country/Region of ManufactureUnited Kingdom
Title_AuthorRichard L. Hudson, Benoit B. Mandelbrot