THE NEW PARADIGM: Random Walks and Efficient Markets; The Failure of the Linear Paradigm; Markets and Chaos: Chance and Necessity; FRACTAL STRUCTURE IN THE CAPITAL MARKETS: Introduction to Fractals; The Fractal Dimension; Fractal Time Series: Biased Random Walks; R/S Analysis of the Capital Markets; Fractal Statistics; Fractals and Chaos; NON-LINEAR DYNAMICS: Introduction to Non-Linear Dynamic Systems; Dynamical Analysis of Time Series; Dynamical Analysis of the Capital Markets; Two New Approaches; What Lies Ahead: Towards a More General Approach.