Commentaire :

ISBN 13 : 978-1846682629

Sommaire : Contents

Preface

Prelude. Introducing a Maverick in Science

Part 1. The Old Way
1. Risk, Ruin, and Reward
2. By the Toss of a Coin or the Flight of an Arrow ?
3. Bachelier and His Legacy
4. The House of Modern Finance
5. The Case Against the Modern Theory of Finance
Pictorial Essay: Images of the Abnormal

Part 2. The New Way
6. Turbulent Markets: A Preview
7. Studies in Roughness: A Fractal Primer
Pictorial Essay: A Fractal Gallery
8. The Mystery of Cotton
9. Long Memory, from the Nile to the Marketplace
10. Noah, Joseph, and Market Bubbles
11. The Multifractal Nature of Trading Time

Part 3. The Way Ahead
12. Ten Heresies of Finance
13. In the Lab

Notes
Bibliography
Index

Langue : Anglais

Illustration(s) : Schémas

Localisation : Bibliothèque Campus de Nice

Support : Papier

Etat : Présent

Propriétaire : Bibliothèque