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Saturday, August 8, 2020 | History

11 edition of Fractals and scaling in finance found in the catalog.

Fractals and scaling in finance

discontinuity, concentration, risk : selecta volume E

by Benoit B. Mandelbrot

  • 374 Want to read
  • 16 Currently reading

Published by Springer in New York .
Written in English

    Subjects:
  • Finance -- Statistical methods,
  • Fractals,
  • Scaling (Social sciences)

  • Edition Notes

    Includes bibliographical references (p. [526]-541) and index.

    StatementBenoit B. Mandelbrot ; with foreword by R.E. Gomory, and contributions by P.H. Cootner ... [et al.].
    Classifications
    LC ClassificationsHG176.5 .M36 1997
    The Physical Object
    Paginationx, 551 p. :
    Number of Pages551
    ID Numbers
    Open LibraryOL690823M
    ISBN 100387983635
    LC Control Number97037930

    Fractals and Scaling in Finance: Discontinuity, Concentration, Risk. Selecta Volume E Hardcover – Sept. 18 by Benoit B. Mandelbrot (Author), R.E. Gomory (Foreword), P.H. Cootner (Assistant), & out of 5 stars 10 ratings. See all formats and editions Hide other formats and /5(10). Download Fractals And Scaling In Finance 1st Edition All of the free books at ManyBooks are downloadable — some directly from the ManyBooks site, some from other websites (such as Amazon). When you register for the site you're asked to choose your favorite format for books, however, you're not limited to the format you choose.

    Secondly, Chapter 37 of my Fractal Geometry is titled "Scaling and Price Change in Economics." This chapter acquainted innumerable readers with my work in finance. This chapter acquainted innumerable readers with my work in finance. E12 Scaling distributions and income maximization (M q).- E13 Industrial concentration and scaling ().- E14 The variation of certain speculative prices (M b). * Appendices (Fama & Blume , M b, M c).- E15 The variation of the price of cotton, wheat, and railroad stocks, and of some financial rates (M j)

    Fractals often start with a simple geometrical object and a rule for changing the object that leads to objects that are so complex that their dimension is not an integer. According to Michael Frame, Benoit Mandelbrot (who first coined the word "fractal" and was the founding editor of this journal) considered himself above all a storyteller.   The technique is used in a variety of areas, including finance and image processing. This book is organized around the notions of scaling phenomena and scale invariance. The various stochastic models commonly used to describe scaling? self-similarity, long-range dependence and multi-fractals? are introduced.


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