Fractals and scaling in finance: discontinuity, concentration, risk
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
New York [u.a.]
Springer
1997
|
| Schriftenreihe: | Selected works of Benoit B. Mandelbrot
E |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | X, 551 S. graph. Darst. |
| ISBN: | 0387983635 9780387983639 |
Internformat
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| 100 | 1 | |a Mandelbrot, Benoît B. |d 1924-2010 |e Verfasser |0 (DE-588)118974203 |4 aut | |
| 245 | 1 | 0 | |a Fractals and scaling in finance |b discontinuity, concentration, risk |c Benoit B. Mandelbrot |
| 264 | 1 | |a New York [u.a.] |b Springer |c 1997 | |
| 300 | |a X, 551 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Selected works of Benoit B. Mandelbrot |v E | |
| 650 | 4 | |a Finance |x Statistical methods | |
| 650 | 4 | |a Fractals | |
| 650 | 4 | |a Scaling (Social sciences) | |
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Datensatz im Suchindex
| _version_ | 1804126275567091712 |
|---|---|
| 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 • 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 • 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).
• Appendices (M 1964o, M 1974d) 219
E9 A case against the lognormal distribution (1996) 252
III • PERSONAL INCOMES AND FIRM SIZES
E10 L stable model for the distribution of income (M 1960i).
• 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 • THE M 1963 MODEL OF PRICE VARIATION
E14 The variation of certain speculative prices (M 1963b).
• 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 • 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 |
| author_role | aut |
| author_sort | Mandelbrot, Benoît B. 1924-2010 |
| author_variant | b b m bb bbm |
| building | Verbundindex |
| bvnumber | BV011734720 |
| callnumber-first | H - Social Science |
| callnumber-label | HG176 |
| callnumber-raw | HG176.5 |
| callnumber-search | HG176.5 |
| callnumber-sort | HG 3176.5 |
| callnumber-subject | HG - Finance |
| classification_rvk | QH 238 QP 890 SK 980 |
| classification_tum | WIR 175f WIR 017f MAT 902f MAT 519f |
| ctrlnum | (OCoLC)243879325 (DE-599)BVBBV011734720 |
| dewey-full | 332.01514742 |
| 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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| illustrated | Illustrated |
| indexdate | 2024-07-09T18:14:52Z |
| institution | BVB |
| isbn | 0387983635 9780387983639 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-007915981 |
| oclc_num | 243879325 |
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| physical | X, 551 S. graph. Darst. |
| publishDate | 1997 |
| publishDateSearch | 1997 |
| publishDateSort | 1997 |
| publisher | Springer |
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| series | Selected works of Benoit B. Mandelbrot |
| series2 | Selected works of Benoit B. Mandelbrot |
| spelling | Mandelbrot, Benoît B. 1924-2010 Verfasser (DE-588)118974203 aut Fractals and scaling in finance discontinuity, concentration, risk Benoit B. Mandelbrot New York [u.a.] Springer 1997 X, 551 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Selected works of Benoit B. Mandelbrot E Finance Statistical methods Fractals Scaling (Social sciences) Fraktal (DE-588)4123220-3 gnd rswk-swf Ökonometrisches Modell (DE-588)4043212-9 gnd rswk-swf Preisentwicklung (DE-588)4125931-2 gnd rswk-swf Skalierung (DE-588)4055202-0 gnd rswk-swf Finanzwirtschaft (DE-588)4017214-4 gnd rswk-swf (DE-588)4143413-4 Aufsatzsammlung gnd-content Fraktal (DE-588)4123220-3 s Finanzwirtschaft (DE-588)4017214-4 s Skalierung (DE-588)4055202-0 s DE-604 Preisentwicklung (DE-588)4125931-2 s Ökonometrisches Modell (DE-588)4043212-9 s Selected works of Benoit B. Mandelbrot E (DE-604)BV011788241 E HBZ Datenaustausch application/pdf 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 Inhaltsverzeichnis |
| 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 |