このページを日本語で表示しますか？ここをクリック

europeanmedia
Price: ￥ 1,655
In Stock
11 used & new from ￥ 917
See All Buying Options
Have one to sell? Sell yours here
 
 
The (Mis) Behaviour of Markets: A Fractal View of Risk, Ruin and Reward
 
 
Share your own customer images
Search inside another edition of this book

The (Mis) Behaviour of Markets: A Fractal View of Risk, Ruin and Reward (ペーパーバック)

by Benoit B. Mandelbrot (著), Richard L. Hudson (著) "IN THE SUMMER OF 1998, the improbable happened ..." (more)
4.5 out of 5 stars  See all reviews (2 customer reviews)

Available from these sellers.


10 new from ￥ 917 1 used from ￥ 5,190

Special Offers and Product Promotions

Customers Who Bought This Item Also Bought

The Black Swan: The Impact of the Highly Improbable

The Black Swan: The Impact of the Highly Improbable

by Nassim Nicholas Taleb
4.3 out of 5 stars (11)  ￥ 1,304
禁断の市場 フラクタルでみるリスクとリターン

禁断の市場 フラクタルでみるリスクとリターン

by ベノワ・B・マンデルブロ
3.9 out of 5 stars (8)  ￥ 2,520
Fooled by Randomness: The Hidden Role of Chance in Life and in the Markets

Fooled by Randomness: The Hidden Role of Chance in Life and in the Markets

by Nassim Nicholas Taleb
4.5 out of 5 stars (6)  ￥ 2,333
経済物理学の発見 (光文社新書)

経済物理学の発見 (光文社新書)

by 高安 秀樹
3.9 out of 5 stars (22)  ￥ 798
A Demon of Our Own Design: Markets, Hedge Funds, and the Perils of Financial Innovation

A Demon of Our Own Design: Markets, Hedge Funds, and the Perils of Financial Innovation

by Richard Bookstaber
5.0 out of 5 stars (2)  ￥ 1,411
› Explore similar items

Product Description

Book Description

   市場の仕組みについての私たちの理解を覆す、フラクタル幾何学創始者による画期的な新理論。

   今世紀最大の影響力を持つ数学者のひとり、ブノワ・B・マンデルブローは、誰もが知っているのにユークリッド以下の幾何学者らが決して理解しなかった事実――「雲は丸くないし、山は円錐ではないし、海岸線は滑らかではない」――を数学的に説明したことで世界的に知られている。私たちはいま、この有名なフレーズにもうひとつ新たな例を加えることができる。「市場はブローカーが言うほど安全な賭けではない」。マンデルブローは初めて一般読者向けに書いた本書（リチャード・L・ハドソンとの共著）の中で、市場の動きに関する支配的な考え方――世界中のすべてのMBA取得者や投資家がいまだに勉強している、100年前に立てられた1組の数学的仮説――がなぜ役に立たないかを教えてくれる。

   名著『The Fractal Geometry of Nature』（邦題『フラクタル幾何学』）で自然界について行ったように、マンデルブローは本書でもフラクタル幾何学を用いて、市場の動きを説明する新しくより正確な方法を提示している。IBM株価やドル-ユーロ相場の複雑な変動もいまやシンプルな公式に還元され、従来よりはるかに優れたリスクモデルを導くことができるのだ。マンデルブローはフラクタル・ツールを使って金融市場の真の仕組みを解明するとともに、これまで専門家たちが決して説明しなかった、その気まぐれで危険な（そして不思議に美しい）性質も明らかにする。金融の新しい科学の礎となる貴重な1冊。 --This text refers to the ハードカバー edition.



内容説明

Benoit Mandelbrot, father of fractal geometry, revolutionized our understanding of the models of modern financial theory. This new edition includes material on the current market crisis, calling for an end to the tunnel vision of our bankers whose over-confidence in their understanding of markets ended in catastrophe.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 behavior 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.
See all Product Description

Product Details

  • ペーパーバック: 326 pages
  • Publisher: Profile Business (2008/11/6)
  • Language: 英語, 英語, 英語
  • ISBN-10: 1846682622
  • ISBN-13: 978-1846682629
  • Release Date: 2008/11/6
  • Product Dimensions: 7.7 x 5 x 0.9 inches
  • Average Customer Review: 4.5 out of 5 stars  See all reviews (2 customer reviews)
  • Amazon.co.jp Sales Rank: #640,718 in 洋書 (See Bestsellers in 洋書)

    Category Ranking:

    #4377 in  洋書 > Professional & Technical > Accounting & Finance > Finance
    #5187 in  洋書 > Professional & Technical > Professional Science > Mathematics > Pure Mathematics
    #5683 in  洋書 > Science > Mathematics > Pure Mathematics

    •  Would you like to update product info or give feedback on images?
Inside This Book (Learn More)
Browse and search another edition of this book.
First Sentence
IN THE SUMMER OF 1998, the improbable happened. Read the first page
Explore More
Concordance
Browse Sample Pages
Front Cover | Copyright | Table of Contents | Excerpt | Index | Back Cover
Search inside this book:

What Do Customers Ultimately Buy After Viewing This Item?

The (Mis) Behaviour of Markets: A Fractal View of Risk, Ruin and Reward
74% buy the item featured on this page:
The (Mis) Behaviour of Markets: A Fractal View of Risk, Ruin and Reward 4.5 out of 5 stars (2)
The Black Swan: The Impact of the Highly Improbable
11% buy
The Black Swan: The Impact of the Highly Improbable 4.3 out of 5 stars (11)
￥ 1,304
経済物理学の発見 (光文社新書)
7% buy
経済物理学の発見 (光文社新書) 3.9 out of 5 stars (22)
￥ 798
禁断の市場 フラクタルでみるリスクとリターン
5% buy
禁断の市場 フラクタルでみるリスクとリターン 3.9 out of 5 stars (8)
￥ 2,520
Explore similar items

Suggested Tags from Similar Products

 (What's this?)
Be the first one to add a relevant tag (keyword that's strongly related to this product)
 
(5)
(4)
(3)
(2)
(1)
(1)
(1)
(1)
(1)
(1)
(1)

Your tags: Add your first tag
 
See most popular tags
 

Customer Reviews

2 Reviews
5 star:
 (1)
4 star:
 (1)
3 star:    (0)
2 star:    (0)
1 star:    (0)
 
 
 
 
 
Average Customer Review
4.5 out of 5 stars (2 customer reviews)
 
 
 
 
Share your thoughts with other customers:
Most helpful customer reviews

 
15 of 17 people found the following review helpful:
4.0 out of 5 stars ランダムウォーク仮説をひっくり返す。, 2004/8/17
By h.yamagata (世界各地) - See all my reviews
(TOP 500 REVIEWER)   
このレビューの引用元: The Misbehavior of Markets: A Fractal View of Risk, Ruin, and Reward (ハードカバー)
ベノワ「フラクタル」マンデルブロが、自分が構築に大きく寄与した効率的市場仮説を自らひっくり返したに等しい本。いや、ひっくり返してはいないんだけれど、そのいまの形式の前提になっている、ランダムウォーク仮説をひっくり返す。株価の変動はランダムウォークではなく、フラクタルに従うのだ、という。そしてこれにより変動はランダムウォークから得られるものより大きくなる。というか、平均値に近い部分が増える代わりに、裾野が広がる。だからこれまで思われていたよりも市場は安定しているけれど、でもこれまで思われていたより派手にふれることがある、という話。ただ、なぜそうなるか、という理屈は説明できていない。それが弱点かな。とはいえランダムウォークだって、なぜそうなるかは特に明快な理論もないわけだし。これが発展すれば、いまのファイナンス理論はかなり修正を余儀なくされるかも。
Comment Comment | Permalink | Was this review helpful to you? Yes No (Report this)



 
3 of 3 people found the following review helpful:
5.0 out of 5 stars A Book on Risk in Financial Markets by Superstar Mathematician, 2008/4/2
By Value Investor (港区六本木) - See all my reviews
このレビューの引用元: The Misbehavior of Markets: A Fractal View of Financial Turbulence (ペーパーバック)
A book on risk in financial markets, written by superstar mathematician and inventor of fractal geometry Benoit Mandelbrot. If you are curious about how relevant scaling, power laws, fractality, fat tails, long-term dependence, concentration, and discontinuity are to financial markets, this is the book to read. The central idea on the book is that financial markets are far riskier than mainstream finance theory assumes. Recent turmoil in financial markets is a timely vindication of Mandelbrot's view of financial markets.
Comment Comment | Permalink | Was this review helpful to you? Yes No (Report this)


Share your thoughts with other customers: Create your own review
 
 
 
Only search this product's reviews


Customer Discussions

※ Posts in Customer Discussions are written by other customers. Amazon.co.jp supports the free exchange of customer opinions, whether positive or negative. Please use your own judgment when making product purchase decisions.
This product's forum
Discussion Replies Latest Post
No discussions yet

Ask questions, Share opinions, Gain insight
Start a new discussion
Topic:
First post:
Prompts for sign-in
 

   

Listmania!

Create a Listmania! list

Look for similar items by category

Look for similar items by subject














i.e., each 洋書 must be in subject 1 AND subject 2 AND ...

Feedback


Your Recent History

 (What's this?)

After viewing product detail pages or search results, look here to find an easy way to navigate back to pages you are interested in.