Skip to main content

Fractal Financial Fluctuations

  • Chapter
  • First Online:
The Colours of Infinity
  • 1859 Accesses

Abstract

In the great depression of the 1930s the economist John Maynard Keynes wrote: ‘We have involved ourselves in a colossal muddle, having blundered in the control of a delicate machine, the workings of which we do not understand.’ In this century the very same machine is far bigger and much more delicate and we continue to struggle desperately to understand just how it works..

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 39.99
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 49.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD 49.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Brief Bibliography Concerning Finance

  • B. Mandelbrot, Fractals and Scaling in Finance: Discontinuity, Concentration, Risk, Springer-Verlag, 1997.

    Google Scholar 

  • B. Mandelbrot, Multifractals and 1/f Noise: Wild Self-Affinity in Physics, Springer-Verlag, 1999. Translations in numerous languages.

    Google Scholar 

  • B. Mandelbrot, L. Calvet & A. Fisher, The Multifractal Model of Asset Returns, Three reports of the Cowles Foundation for Economic Research of Yale University.

    Google Scholar 

  • B. Mandelbrot & R. L. Hudson, The (Mis)Behaviour of Markets: A Fractal View of Risk, Ruin, and Reward, Basic Books, 2009. Translations in numerous languages.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2010 Springer-Verlag London Limited

About this chapter

Cite this chapter

Mandelbrot, B. (2010). Fractal Financial Fluctuations. In: Lesmoir-Gordon, N. (eds) The Colours of Infinity. Springer, London. https://doi.org/10.1007/978-1-84996-486-9_7

Download citation

Publish with us

Policies and ethics