Books written by Benoît B. Mandelbrot
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The (Mis)Behaviour of Markets: A Fractal View of Risk, Ruin and Reward
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.
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The (Mis)Behaviour of Markets: A Fractal View of Risk, Ruin and Reward
Oanda with, 256–257 Compression, 220 Continuity principle of, 235–238 Cootner, Paul H., 46,73, 95, 165, ... 217–219 da Vinci, Leonardo, 113–114, 115 Delacroix, Eugène, 125–126 Deltas, 75 Dependence Bouchaud's model with, 260 deceptive ...
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The Fractal Geometry of Nature
Clouds are not spheres, mountains are not cones, and lightning does not travel in a straight line. The complexity of nature's shapes differs in kind, not merely degree, from that...
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Fractals and Scaling in Finance: Discontinuity, Concentration, Risk. Selecta Volume E
This book brings together his original papers as well as many original chapters specifically written for this book.
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Misbehavior of Markets
The originator of "fractal geometry" applies his theory to the stock market, revealing the chaos underneath commonly accepted patterns of rise and fall in the market, creating the foundations for a new "science of finance" in the process. ...
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The (mis)behaviour of Markets: A Fractal View of Risk, Ruin, and Reward
Put simply, fractal geometry makes the complex simple. In this book the authors apply fractal geometry to the workings of financial markets.
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The (mis)behaviour of Markets: A Fractal View of Risk, Ruin and Reward
From the world-famous inventor of fracal geometry, a revolutionary new theory that turns on its head our understandins of how markets work.
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A Feeling for the Organism: The Life and Work of Barbara McClintock
McClintock, Barbara.
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Thinking in Patterns: Fractals and Related Phenomena in Nature
S. Moss de Oliveira , P.M.C. de Oliveira and D. Stauffer , Evolution , Money , War and Computers ( Teubner , Leipzig , 1999 ) . 36. D. Stauffer , P.M.C. de Oliveira , S. Moss de Oliveira , T.J.P. Penna , J.S. Sa Martins , An . Acad .