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Fractals and Scaling in Finance Discontinuity, Concentration, Risk. Selecta Volume E

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Beschreibung

Produktdetails

Einband

Gebundene Ausgabe

Erscheinungsdatum

18.09.1997

Verlag

Springer Us

Seitenzahl

551

Maße (L/B/H)

23,5/15,5/3,6 cm

Gewicht

1004 g

Auflage

1997

Sprache

Englisch

ISBN

978-0-387-98363-9

Beschreibung

Rezension

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)


Statistical Papers, 2000: "... 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."

Produktdetails

Einband

Gebundene Ausgabe

Erscheinungsdatum

18.09.1997

Verlag

Springer Us

Seitenzahl

551

Maße (L/B/H)

23,5/15,5/3,6 cm

Gewicht

1004 g

Auflage

1997

Sprache

Englisch

ISBN

978-0-387-98363-9

Herstelleradresse

Springer-Verlag KG
Sachsenplatz 4-6
1201 Wien
AT

Email: GPSR Kontakt

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  • Produktbild: Fractals and Scaling in Finance
  • Produktbild: Fractals and Scaling in Finance
  • 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, M 1982c).- E15 The variation of the price of cotton, wheat, and railroad stocks, and of some financial rates (M 1967j).- E16 Mandelbrot on price variation (Fama 1963).- E17 Comments by P. H. Cootner, E. Parzen & W. S. Morris (1960s), and responses (1996).- E18 Computation of the L-stable distributions (1996).- E19 Nonlinear forecasts, rational bubbles, and martingales (M 1966b).- E20 Limitations of efficiency and martingales (M 1971e).- E21 Self-affine variation in fractal time (M & Taylor 1967, M 1973c).- Cumulative Bibliography.