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

Benoit B. Mandelbrot and Richard L. Hudson

Mathematical superstar and inventor of fractal geometry, Benoit Mandelbrot, has spent the past forty years studying the underlying mathematics of space and natural patterns. What many of his followers don't realize is that he has also been watching patterns of market change. In The (Mis)Behavior of Markets, Mandelbrot joins with science journalist and former Wall Street Journal editor Richard L. Hudson to reveal what a fractal view of the world of finance looks like. The result is a revolutionary reevaluation of the standard tools and models of modern financial theory. Markets, we learn, are far riskier than we have wanted to believe. From the gyrations of IBM's stock price and the Dow, to cotton trading, and the dollar-Euro exchange rate--Mandelbrot shows that the world of finance can be understood in more accurate, and volatile, terms than the tired theories of yesteryear. The ability to simplify the complex has made Mandelbrot one of the century's most influential mathematicians. With The (Mis)Behavior of Markets, he puts the tools of higher mathematics into the hands of every person involved with markets, from financial analysts to economists to 401(k) holders. Markets will never be seen as "safe bets" again.

「Nielsen BookData」より

この本の情報

書名 The (mis)behavior of markets : a fractal view of risk, ruin, and reward
著作者等 Hudson, Richard L
Mandelbrot, Benoit B
Mandelbrot Benoit B.
書名別名 Behavior of markets
出版元 Basic Books
刊行年月 2006
版表示 annotated ed
ページ数 xxiv, 328 p.
大きさ 24 cm
ISBN 9780465043576
NCID BA85321902
※クリックでCiNii Booksを表示
言語 英語
出版国 アメリカ合衆国
この本を: 
このエントリーをはてなブックマークに追加

このページを印刷

外部サイトで検索

この本と繋がる本を検索

ウィキペディアから連想