Monday, August 29, 2016

The Misbehavior of Markets

The Misbehavior of Markets (2004)

Non-Fiction

Author(s): Benoit Mandelbrot & Richard L. Hudson

A mathematician draws similitudes between historical financial data and fractals. From Bachelier's Thesis to the use of fat tails and power laws, Mandelbrot lays down a good analysis of the relationships between math and finance.

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