http://www.amazon.co.uk/gp/product/1861977905/026-8787779-9446068?v=glance&n=266239&s=gateway&v=glance

An interesting book, and worth reading after Taleb to compare the two

http://www.noelwatson.com/blog/PermaLink,guid,f783a888-3239-433a-a850-db28dcc1994e.aspx

Mandelbrot differs from Taleb in that he thinks share prices are not random. Where they both agree is that share returns are not normally distributed.

As one of the reviewers on Amazon points out, a lot of talking is done about multifractals and how they can be used to generate accurate share price histories, but using fractals to assist with modelling is not really covered.