(mis)behaviour of markets, the: a fractal view of risk, ruin and reward
Auteur :
Mandelbrot, Benoit B. / Hudson, Richard L.
Éditeur :
Profile Books Ltd
ISBN :
9781846682629
Date de publication :
6 nov. 2008
Dimensions :
21,0 x 15,0 x 2,5 cm
Poids :
289 g
Format :
B-format paperback
Langue :
Anglais
Pays d'origine :
Grande Bretagne
Includes material on the market crisis. This book presents models where the complex gyrations of the FTSE 100 and exchange rates can be reduced to straightforward formulae that yield a much more accurate description of the risks involved.