Fractals and Scaling in Finance

Fractals and Scaling in Finance
Author :
Publisher : Springer Science & Business Media
Total Pages : 558
Release :
ISBN-10 : 9781475727630
ISBN-13 : 1475727631
Rating : 4/5 (631 Downloads)

Book Synopsis Fractals and Scaling in Finance by : Benoit B. Mandelbrot

Download or read book Fractals and Scaling in Finance written by Benoit B. Mandelbrot and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 558 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.


Fractals and Scaling in Finance Related Books

Fractals and Scaling in Finance
Language: en
Pages: 558
Authors: Benoit B. Mandelbrot
Categories: Mathematics
Type: BOOK - Published: 2013-03-09 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

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 e
The (Mis)Behaviour of Markets
Language: en
Pages: 352
Authors: Benoit B. Mandelbrot
Categories: Business & Economics
Type: BOOK - Published: 2010-10-01 - Publisher: Profile Books

DOWNLOAD EBOOK

This international bestseller, which foreshadowed a market crash, explains why it could happen again if we don't act now. Fractal geometry is the mathematics of
Fractals and Chaos
Language: en
Pages: 321
Authors: Benoit Mandelbrot
Categories: Mathematics
Type: BOOK - Published: 2013-06-29 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

Just 23 years ago Benoit Mandelbrot published his famous picture of the Mandelbrot set, but that picture has changed our view of the mathematical and physical u
Fractal Market Analysis
Language: en
Pages: 352
Authors: Edgar E. Peters
Categories: Business & Economics
Type: BOOK - Published: 1994-02-08 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

A leading pioneer in the field offers practical applications of this innovative science. Peters describes complex concepts in an easy-to-follow manner for the n
Multifractal Volatility
Language: en
Pages: 273
Authors: Laurent E. Calvet
Categories: Business & Economics
Type: BOOK - Published: 2008-10-13 - Publisher: Academic Press

DOWNLOAD EBOOK

Calvet and Fisher present a powerful, new technique for volatility forecasting that draws on insights from the use of multifractals in the natural sciences and