Fractals And Scaling In Finance

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Fractals And Scaling In Finance

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Author : Benoit B. Mandelbrot
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-09

Fractals And Scaling In Finance written by Benoit B. Mandelbrot and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-09 with Mathematics categories.

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

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Author :
language : en
Publisher:
Release Date : 1997

Fractals And Scaling In Finance written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1997 with categories.

The Mis Behaviour Of Markets

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Author : Benoit B. Mandelbrot
language : en
Publisher: Profile Books
Release Date : 2010-10-01

The Mis Behaviour Of Markets written by Benoit B. Mandelbrot and has been published by Profile Books this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-10-01 with Business & Economics categories.

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 roughness: how to reduce the outline of a jagged leaf or static in a computer connection to a few simple mathematical properties. With his fractal tools, Mandelbrot has got to the bottom of how financial markets really work. He finds they have a shifting sense of time and wild behaviour that makes them volatile, dangerous - and beautiful. In his models, the complex gyrations of the FTSE 100 and exchange rates can be reduced to straightforward formulae that yield a much more accurate description of the risks involved.

The Quantum Theory Of Fields Volume 3 Supersymmetry

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Author : Steven Weinberg
language : en
Publisher: Cambridge University Press
Release Date : 2000-02-13

The Quantum Theory Of Fields Volume 3 Supersymmetry written by Steven Weinberg and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000-02-13 with Science categories.

Nobel Laureate Steven Weinberg continues his masterly exposition of quantum field theory. This third volume of The Quantum Theory of Fields presents a self-contained, up-to-date and comprehensive introduction to supersymmetry, a highly active area of theoretical physics that is likely to be at the center of future progress in the physics of elementary particles and gravitation. The text introduces and explains a broad range of topics, including supersymmetric algebras, supersymmetric field theories, extended supersymmetry, supergraphs, nonperturbative results, theories of supersymmetry in higher dimensions, and supergravity. A thorough review is given of the phenomenological implications of supersymmetry, including theories of both gauge and gravitationally-mediated supersymmetry breaking. Also provided is an introduction to mathematical techniques, based on holomorphy and duality, that have proved so fruitful in recent developments. This book contains much material not found in other books on supersymmetry, some of it published here for the first time. Problems are included.

The Misbehavior Of Markets

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Author : Benoit Mandelbrot
language : en
Publisher: Basic Books
Release Date : 2006-03-07

The Misbehavior Of Markets written by Benoit Mandelbrot and has been published by Basic Books this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-03-07 with Mathematics categories.

Mathematical superstar and inventor of fractal geometry, Benoit Mandelbrot, has spent the past forty years studying the underlying mathematics of space and natural patterns. What many of his followers don't realize is that he has also been watching patterns of market change. In The (Mis)Behavior of Markets, Mandelbrot joins with science journalist and former Wall Street Journal editor Richard L. Hudson to reveal what a fractal view of the world of finance looks like. The result is a revolutionary reevaluation of the standard tools and models of modern financial theory. Markets, we learn, are far riskier than we have wanted to believe. From the gyrations of IBM's stock price and the Dow, to cotton trading, and the dollar-Euro exchange rate--Mandelbrot shows that the world of finance can be understood in more accurate, and volatile, terms than the tired theories of yesteryear.The ability to simplify the complex has made Mandelbrot one of the century's most influential mathematicians. With The (Mis)Behavior of Markets, he puts the tools of higher mathematics into the hands of every person involved with markets, from financial analysts to economists to 401(k) holders. Markets will never be seen as "safe bets" again.

Scaling Fractals And Wavelets

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Author : Patrice Abry
language : en
Publisher: John Wiley & Sons
Release Date : 2013-03-01

Scaling Fractals And Wavelets written by Patrice Abry and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-01 with Mathematics categories.

Scaling is a mathematical transformation that enlarges or diminishes objects. 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. These models are compared and related to one another. Next, fractional integration, a mathematical tool closely related to the notion of scale invariance, is discussed, and stochastic processes with prescribed scaling properties (self-similar processes, locally self-similar processes, fractionally filtered processes, iterated function systems) are defined. A number of applications where the scaling paradigm proved fruitful are detailed: image processing, financial and stock market fluctuations, geophysics, scale relativity, and fractal time-space.

The Mis Behavior Of Markets

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Author : Benoit B. Mandelbrot
language : en
Publisher:
Release Date : 2006

The Mis Behavior Of Markets written by Benoit B. Mandelbrot and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006 with Capital market categories.

The Misbehavior Of Markets

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Author : Benoit Mandelbrot
language : en
Publisher:
Release Date : 2006

The Misbehavior Of Markets written by Benoit Mandelbrot and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006 with categories.

Mathematical superstar and inventor of fractal geometry, Benoit Mandelbrot, has spent the past forty years studying the underlying mathematics of space and natural patterns. What many of his followers don't realize is that he has also been watching patterns of market change. In The (Mis)Behavior of Markets, Mandelbrot joins with science journalist and former Wall Street Journal editor Richard L. Hudson to reveal what a fractal view of the world of finance looks like. The result is a revolutionary reevaluation of the standard tools and models of modern financial theory. Markets, we learn, are far riskier than we have wanted to believe. From the gyrations of IBM's stock price and the Dow, to cotton trading, and the dollar-Euro exchange rate--Mandelbrot shows that the world of finance can be understood in more accurate, and volatile, terms than the tired theories of yesteryear.The ability to simplify the complex has made Mandelbrot one of the century's most influential mathematicians. With The (Mis)Behavior of Markets, he puts the tools of higher mathematics into the hands of every person involved with markets, from financial analysts to economists to 401(k) holders. Markets will never be seen as "safe bets" again.

The Misbehavior Of Markets

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Author : Benoit B. Mandelbrot
language : en
Publisher: Basic Books
Release Date : 2004-08-03

The Misbehavior Of Markets written by Benoit B. Mandelbrot and has been published by Basic Books this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-08-03 with Business & Economics categories.

Benoit B. Mandelbrot, one of the century's most influential mathematicians, is world-famous for making mathematical sense of a fact everybody knows but that geometers from Euclid on down had never assimilated: Clouds are not round, mountains are not cones, coastlines are not smooth. To these classic lines we can now add another example: Markets are not the safe bet your broker may claim. In his first book for a general audience, Mandelbrot, with co-author Richard L. Hudson, shows how the dominant way of thinking about the behavior of markets-a set of mathematical assumptions a century old and still learned by every MBA and financier in the world-simply does not work. As he did for the physical world in his classic The Fractal Geometry of Nature , Mandelbrot here uses fractal geometry to propose a new, more accurate way of describing market behavior. The complex gyrations of IBM's stock price and the dollar-euro exchange rate can now be reduced to straightforward formulae that yield a far better model of how risky they are. With his fractal tools, Mandelbrot has gotten to the bottom of how financial markets really work, and in doing so, he describes the volatile, dangerous (and strangely beautiful) properties that financial experts have never before accounted for. The result is no less than the foundation for a new science of finance.

Fractals Scaling And Growth Far From Equilibrium

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Author : Paul Meakin
language : en
Publisher: Cambridge University Press
Release Date : 1998

Fractals Scaling And Growth Far From Equilibrium written by Paul Meakin and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1998 with Mathematics categories.

A comprehensive, 1998 account of the practical aspects and pitfalls of the applications of fractal modelling in the physical sciences.