Fractals and Scaling in Finance - Mandelbrot, Benoît B.
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Mandelbrot is world famous for his creation of the new mathematics of fractal geometry. Yet few people know that his original field of applied research was in econometrics and financial models, applying ideas of scaling and self-similarity to arrays of data generated by financial analyses. This book brings together his original papers as well as many original chapters specifically written for this book.…mehr

Produktbeschreibung
Mandelbrot is world famous for his creation of the new mathematics of fractal geometry. Yet few people know that his original field of applied research was in econometrics and financial models, applying ideas of scaling and self-similarity to arrays of data generated by financial analyses. This book brings together his original papers as well as many original chapters specifically written for this book.
  • Produktdetails
  • Selecta Vol.E
  • Verlag: Springer, Berlin
  • 1997.
  • Seitenzahl: 564
  • Erscheinungstermin: 18. September 1997
  • Englisch
  • Abmessung: 241mm x 160mm x 36mm
  • Gewicht: 908g
  • ISBN-13: 9780387983639
  • ISBN-10: 0387983635
  • Artikelnr.: 09189315
Autorenporträt
Benoit B. Mandelbrot, geb. 1924 in Warschau, arbeitete als Mathematiker lange Zeit bei IBM, ist Honorarprofessor an der Yale University und Erfinder der fraktalen Geometrie. Mandelbrot lebt in Scarsdale, New York.
Inhaltsangabe
List of Chapters.- El Introduction (1996).- E2 Discontinuity and scaling: scope and likely limitations (1996).- E3 New methods in statistical economics (M 1963e).- E4 Sources of inspiration and historical background (1996).- E5 States of randomness from mild to wild, and concentration in the short, medium and long run (1996).- E6 Self-similarity and panorama of self-affinity (1996).- E7 Rank-size plots, Zipf's law, and scaling (1996).- E8 Proportional growth with or without diffusion, and other explanations of scaling (1996). - Appendices (M 1964o, M 1974d).- E9 A case against the lognormal distribution (1996).- E10 L-stable model for the distribution of income (M 1960i). - Appendices (M 1963i, M 1963j).- E11 L-stability and multiplicative variation of income (M 1961e).- E12 Scaling distributions and income maximization (M 1962q).- E13 Industrial concentration and scaling (1996).- E14 The variation of certain speculative prices (M 1963b). - Appendices (Fama & Blume 1966, M 1972b,
Rezensionen
From the reviews "Mandelbrot writes with economy and felicity, and he interperses the more mathematical sections with frank historical anecdotes ... All in all, this is a strange but wonderful book." (PHYSICS TODAY).