eBook Fractals and Scaling in Finance: Discontinuity, Concentration, Risk. Selecta Volume E download
by Benoit B. Mandelbrot,R.E. Gomory,P.H. Cootner,E.F. Fama,W.S. Morris,H.M. Taylor
Author: Benoit B. Mandelbrot,R.E. Gomory,P.H. Cootner,E.F. Fama,W.S. Morris,H.M. Taylor
Publisher: Springer; Softcover reprint of hardcover 1st ed. 1997 edition (December 1, 2010)
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Category: Math Sciences
Only 4 left in stock (more on the way). In fact,the Cauchy distribution is substantially more relevant than the normal distribution. Mandelbrot's work simply means that the standard.
Selecta Volume E Paperback – December 1, 2010. by Benoit B. Mandelbrot (Author), . Gomory (Foreword), . Cootner (Assistant), . Fama (Assistant), . Morris (Assistant), . Taylor (Assistant) & 3 more.
Selecta Volume E Hardcover – 1 September 1997.
Selected works of benoit b. mandelbrot reprinted . To tackle discontinuity and concentration, I conceived in the late fifties a tool that was already mentioned, but deserves elaboration. mandelbrot reprinted, translated or new with annotations and guest contributions companion to the fractal geometry of nature. Benoit B. Mandelbrot. Some are mentioned in M, Fisher & Calvet 1997.
Selecta Volume EPaperback – 1 December 2010. Cootner(Assistant), . Morris(Assistant), . Taylor(Assistant), Benoit B. Mandelbrot(Author), . Gomory(Foreword) & 2 more.
Selecta Volume E. Authors: Mandelbrot, Benoit .
All in all, this is a strange but wonderful book. PHYSICS TODAY) this is a most useful collection of Mandelbrot's work economics, it provides an excellent starting point for anybody interested in the origin of many current topics in empirical finance or the distribution of income. Mandelbrot, Benoit B.
Mandelbrot writes with economy and felicity, and he intersperses the more mathematical sections with frank . All in all, this is a strange but wonderful book.
Mandelbrot writes with economy and felicity, and he intersperses the more mathematical sections with frank historical anecdotes, such as the events that led up to his work on cotton pricing and the embarrassment caused by interpreting US Department of Agriculture data for weekly averages as 'Sunday closing prices. It will not suit everyone's taste but will almost surely teach every reader something new. What more can one ask?"
Selecta Volume E. Springer New York, 18 set 1997 - 552 pagine. 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.
Benoit B. Mandelbrot, . Mandelbrot is world famous for his creation of the new mathematics of fractal geometry. This book brings together his original papers as well as many original chapters specifically written for this book. Springer Science & Business Media, Mar 9, 2013 - Mathematics - 551 pages.
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.