Fractals and Scaling in Finance - Info and Reading Options
Discontinuity, Concentration, Risk. Selecta Volume E
By Benoît B. Mandelbrot and Richard L. Hudson
"Fractals and Scaling in Finance" was published by Springer in 1997 - New York, the book is classified in Mathematics genre, it has 551 pages and the language of the book is English.
“Fractals and Scaling in Finance” Metadata:
- Title: ➤ Fractals and Scaling in Finance
- Authors: Benoît B. MandelbrotRichard L. Hudson
- Language: English
- Number of Pages: 551
- Is Family Friendly: Yes - No Mature Content
- Publisher: Springer
- Publish Date: 1997
- Publish Location: New York
- Genres: Mathematics - bibliography - festschrift
- Dewey Decimal Classification: 332/.01/514742
- Library of Congress Classification: HG176.5HB135-147HG176.5 .M36 1997
“Fractals and Scaling in Finance” Subjects and Themes:
- Subjects: ➤ Statistical methods - Fractals - Finance - Scaling (Social sciences) - Finance, statistical methods - Social sciences - Mathematics - Quantitative Finance
Edition Specifications:
- Number of Pages: x, 551 p. : ill. ; 25 cm.
- Pagination: x,551p. :
Edition Identifiers:
- Google Books ID: WcSaYjI66i4C
- The Open Library ID: OL22573549M - OL1808387W
- Online Computer Library Center (OCLC) ID: 37560081
- Library of Congress Control Number (LCCN): 97037930 - ^^^97037930^
- ISBN-13: 9780387983639
- ISBN-10: 0387983635
- All ISBNs: 0387983635 - 9780387983639
AI-generated Review of “Fractals and Scaling in Finance”:
"Fractals and Scaling in Finance" Table Of Contents:
- 1- Machine derived contents note: From the contents: Intro; Major Themes; New Methods in statistical economics; Historical Background; States of randomness; self
- 2- imilarity and self
- 3- ffinity; rank sized plots; proportional growth and other explanations of scaling; a case against the log distribution; Personal incomes and firm sizes; Random flight on Wall Street; nonlinear forecasts.
Snippets and Summary:
This book brings together his original papers as well as many original chapters specifically written for this book.
"Fractals and Scaling in Finance" Description:
Google Books:
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.
Harvard Library:
IN 1959-61, while the huge Saarinen-designed research laboratory at Yorktown Heights was being built, much of IBM's Research was housed nearby. My group occupied one of the many little houses on the Lamb Estate complex which had been a sanatorium housing wealthy alcoholics. The picture below was taken about 1960. It shows from right to left, T. e. Hu, now at the University of California, Santa Barbara. I am next, staring at a network I have just written on the blackboard. Then comes Paul Gilmore, late of the University of British Columbia, then (seated) Richard Levitan, now retired, and at the left is Benoit Mandelbrot. x FOREWORD EF Even in a Lamb Estate populated exclusively with bright research oriented people, Benoit always stood out. His thinking was always fresh, and I enjoyed talking with him about any subject, whether technical, poli tical, or historical. He introduced me to the idea that distributions having infinite second moments could be more than a mathematical curiosity and a source of counter-examples. This was a foretaste of the line of thought that eventually led to fractals and to the notion that major pieces of the physical world could be, and in fact could only be, modeled by distrib utions and sets that had fractional dimensions. Usually these distributions and sets were known to mathematicians, as they were known to me, as curiosities and counter-intuitive examples used to show graduate students the need for rigor in their proofs.
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- Harvard University Library: Location: Widener Library, Harvard University - Shelf Numbers: HG176.5 .M36 1997
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