Verfügbarkeit: Fractals and scaling in finance | Technische Universität München

Fractals and scaling in finance: discontinuity, concentration, risk

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Bibliographische Detailangaben
Beteilige Person:	Mandelbrot, Benoît B. 1924-2010 (VerfasserIn)
Format:	Buch
Sprache:	Englisch
Veröffentlicht:	New York [u.a.] Springer 1997
Schriftenreihe:	Selected works of Benoit B. Mandelbrot E
Schlagwörter:	Finance > Statistical methods Fractals Scaling (Social sciences) Fraktal Ökonometrisches Modell Preisentwicklung Skalierung Finanzwirtschaft Aufsatzsammlung
Links:	http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=007915981&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
Umfang:	X, 551 S. graph. Darst.
ISBN:	0387983635 9780387983639

Internformat

MARC


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Datensatz im Suchindex

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adam_text	List of Chapters In this List of Chapters, the sources given after the titles include (in parentheses) the letter M followed by the year of publication and by the lower case letter that the Bibliography uses to distinguish different texts published in the same year. In the Bibliography, the items reproduced in this book and in Volumes N and H are marked by a star followed by a chapter number, which in some cases is incomplete or only tentative. Foreword by Ralph E. Gomory ix I â€¢ NONMATHEMATICAL PRESENTATIONS Preface (1996) 1 El Introduction (1996) 13 E2 Discontinuity and scaling: scope and likely limitations (1996) 50 E3 New methods in statistical economics (M 1963e) 79 E4 Sources of inspiration and historical background (1996) 105 II â€¢ MATHEMATICAL PRESENTATIONS E5 States of randomness from mild to wild, and concentration in the short, medium and long run (1996) 117 E6 Self similarity and panorama of self affinity (1996) 146 E7 Rank size plots, Zipf s law, and scaling (1996) 198 E8 Proportional growth with or without diffusion, and other explanations of scaling (1996). â€¢ Appendices (M 1964o, M 1974d) 219 E9 A case against the lognormal distribution (1996) 252 III â€¢ PERSONAL INCOMES AND FIRM SIZES E10 L stable model for the distribution of income (M 1960i). â€¢ Appendices (M 1963i, M 1963)) 271 Ell L stability and multiplicative variation of income (M 1961e) 307 E12 Scaling distributions and income maximization (M 1962q) . 336 E13 Industrial concentration and scaling (1996) 364 IV â€¢ THE M 1963 MODEL OF PRICE VARIATION E14 The variation of certain speculative prices (M 1963b). â€¢ Appendices (Fama Blume 1966, M 1972b, M 1982c) 371 E15 The variation of the price of cotton, wheat, and railroad stocks, and of some financial rates (M 1967j) 419 E16 Mandelbrot on price variation (Fama 1963) (A guest contribution by E. F. Fama) 444 E17 Comments by P. H. Cootner, E. Parzen W. S. Morris (1960s), and responses (1996) 458 E18 Computation of the L stable distributions (1996) 466 V â€¢ BEYOND THE M 1963 MODEL E19 Nonlinear forecasts, rational bubbles, and martingales (M 1966b) 471 E20 Limitations of efficiency and martingales (M 1971e) 492 E21 Self affine variation in fractal time (Section 1 is by W. H. Taylor) (M Taylor 1967, M 1973c) 513 CUMULATIVE BIBLIOGRAPHY 526 INDEX 542
any_adam_object	1
author	Mandelbrot, Benoît B. 1924-2010
author_GND	(DE-588)118974203
author_facet	Mandelbrot, Benoît B. 1924-2010
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author_sort	Mandelbrot, Benoît B. 1924-2010
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callnumber-first	H - Social Science
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dewey-hundreds	300 - Social sciences
dewey-ones	332 - Financial economics
dewey-raw	332.01514742
dewey-search	332.01514742
dewey-sort	3332.01514742
dewey-tens	330 - Economics
discipline	Mathematik Wirtschaftswissenschaften
format	Book
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id	DE-604.BV011734720
illustrated	Illustrated
indexdate	2024-12-20T10:17:44Z
institution	BVB
isbn	0387983635 9780387983639
language	English
oai_aleph_id	oai:aleph.bib-bvb.de:BVB01-007915981
oclc_num	243879325
open_access_boolean
owner	DE-91G DE-BY-TUM DE-739 DE-384 DE-12 DE-20 DE-19 DE-BY-UBM DE-355 DE-BY-UBR DE-Aug4 DE-824 DE-573 DE-703 DE-29T DE-634 DE-473 DE-BY-UBG
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physical	X, 551 S. graph. Darst.
publishDate	1997
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publisher	Springer
record_format	marc
series	Selected works of Benoit B. Mandelbrot
series2	Selected works of Benoit B. Mandelbrot
spellingShingle	Mandelbrot, Benoît B. 1924-2010 Fractals and scaling in finance discontinuity, concentration, risk Selected works of Benoit B. Mandelbrot Finance Statistical methods Fractals Scaling (Social sciences) Fraktal (DE-588)4123220-3 gnd Ökonometrisches Modell (DE-588)4043212-9 gnd Preisentwicklung (DE-588)4125931-2 gnd Skalierung (DE-588)4055202-0 gnd Finanzwirtschaft (DE-588)4017214-4 gnd
subject_GND	(DE-588)4123220-3 (DE-588)4043212-9 (DE-588)4125931-2 (DE-588)4055202-0 (DE-588)4017214-4 (DE-588)4143413-4
title	Fractals and scaling in finance discontinuity, concentration, risk
title_auth	Fractals and scaling in finance discontinuity, concentration, risk
title_exact_search	Fractals and scaling in finance discontinuity, concentration, risk
title_full	Fractals and scaling in finance discontinuity, concentration, risk Benoit B. Mandelbrot
title_fullStr	Fractals and scaling in finance discontinuity, concentration, risk Benoit B. Mandelbrot
title_full_unstemmed	Fractals and scaling in finance discontinuity, concentration, risk Benoit B. Mandelbrot
title_short	Fractals and scaling in finance
title_sort	fractals and scaling in finance discontinuity concentration risk
title_sub	discontinuity, concentration, risk
topic	Finance Statistical methods Fractals Scaling (Social sciences) Fraktal (DE-588)4123220-3 gnd Ökonometrisches Modell (DE-588)4043212-9 gnd Preisentwicklung (DE-588)4125931-2 gnd Skalierung (DE-588)4055202-0 gnd Finanzwirtschaft (DE-588)4017214-4 gnd
topic_facet	Finance Statistical methods Fractals Scaling (Social sciences) Fraktal Ökonometrisches Modell Preisentwicklung Skalierung Finanzwirtschaft Aufsatzsammlung
url	http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=007915981&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
volume_link	(DE-604)BV011788241
work_keys_str_mv	AT mandelbrotbenoitb fractalsandscalinginfinancediscontinuityconcentrationrisk

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