Benoit B. Mandelbrot

Richard L. Hudson

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. 100,000 first printing.

Misbehavior of Markets

Three classic fractals, tamed. Galaxies and eddies. Scaling fractals. Nonscaling fractals. Self-mapping fractals. Randomness. Stratified random fractals. Fractional brown fractals. A book-within-the-book, in color. Random tremas; texture. Miscellany. Of men and ideas.

The Fractal Geometry of Nature

A personal account by the late research scientist who revolutionized visual geometry with his ideas about fractals traces his early life as member of a Lithuanian Jewish family in early 20th-century Warsaw, his broad education in Europe and America and his long-time affiliation with IBM, Harvard and Yale. 40,000 first printing.

Memoir of a Scientific Maverick

The Fractalist

This international bestseller, which foreshadowed a market crash, explains why it could happen again if we don't act now. Fractal geometry is the mathematics of roughness: how to reduce the outline of a jagged leaf or static in a computer connection to a few simple mathematical properties. With his fractal tools, Mandelbrot has got to the bottom of how financial markets really work. He finds they have a shifting sense of time and wild behaviour that makes them volatile, dangerous - and beautiful. In his models, 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.

A Fractal View of Risk, Ruin and Reward

The (Mis)Behaviour of Markets

Mandelbrot is a world renowned scientist, known for his pioneering research in fractal geometry and chaos theory. In this volume, Mandelbrot defends the view that multifractals are intimately interrelated through the two fractal themes of "wildness" and "self-affinity". This link involves a powerful collection of technical tools, which are of use to diverse scientific communities. Among the topics covered are: 1/f noise, fractal dimension and turbulence, sporadic random functions, and a new model for error clustering on telephone circuits.

Wild Self-Affinity in Physics (1963–1976)

Multifractals and 1/ƒ Noise

Mandelbrot is world famous for his creation of the new mathematics of fractal geometry. Yet few people know that his original field of applied research was in econometrics and financial models, applying ideas of scaling and self-similarity to arrays of data generated by financial analyses. This book brings together his original papers as well as many original chapters specifically written for this book.

Benoit B. Mandelbrot

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