Benoit B. Mandelbrot Forfatter
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The (Mis)Behaviour of Markets: A Fractal View of Risk, Ruin and Reward (Bog, Paperback / softback, Engelsk)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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Fractals and Scaling in Finance: Discontinuity, Concentration, Risk. Selecta Volume E (Bog, Paperback / softback, Engelsk)IN 1959-61, while the huge Saarinen-designed research laboratory at Yorktown Heights was being built, much of IBM's Research was housed nearby. My group occupied one of the many little houses on the Lamb Estate complex which had been a sanatorium housing wealthy alcoholics.
Levering: Skaffevare (forvent 14 - 30 hverdage) -
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Multifractals and 1/ƒ Noise: Wild Self-Affinity in Physics (1963–1976) (Bog, Paperback / softback, Engelsk)Certain noises, many aspects of turbulence, and almost all aspects of finance exhibit a level of temporal and spatial variability whose "wildness" impressed itself vividly upon the author, Benoit Mandelbrot, in the early 1960's.
Levering: Skaffevare (forvent 14 - 30 hverdage)
