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Fractals and scaling in finance : discontinuity, concentration, risk : selecta volume E

Fractals and scaling in finance : discontinuity, concentration, risk : selecta volume E (Loan 1 times)

Material type
단행본
Personal Author
Mandelbrot, Benoit B.
Title Statement
Fractals and scaling in finance : discontinuity, concentration, risk : selecta volume E / Benoit B. Mandelbrot ; with foreword by R.E. Gomory, and contributions by P.H. Cootner ... [et al.].
Publication, Distribution, etc
New York :   Springer ,   c1997.  
Physical Medium
x, 551 p. : ill. ; 25 cm.
ISBN
0387983635 (hbk. : alk. paper) 9780387983639 (hbk. : alk. paper)
Bibliography, Etc. Note
Includes bibliographical references (p. [526]-541) and index.
Subject Added Entry-Topical Term
Finance -- Statistical methods. Fractals. Scaling (Social sciences)
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008 970826s1997 nyua b 001 0 eng
010 ▼a 97037930
020 ▼a 0387983635 (hbk. : alk. paper)
020 ▼a 9780387983639 (hbk. : alk. paper)
024 3 1 ▼a 9780387983639
035 ▼a (OCoLC)ocm37560081
035 ▼a (OCoLC)37560081
035 ▼a (KERIS)REF000004569442
040 ▼a DLC ▼c DLC ▼d DLC ▼d 211009
050 0 0 ▼a HG176.5 ▼b .M36 1997
082 0 4 ▼a 332/.01/514742 ▼2 22
090 ▼a 332.01514742 ▼b M271f
100 1 ▼a Mandelbrot, Benoit B.
245 1 0 ▼a Fractals and scaling in finance : ▼b discontinuity, concentration, risk : selecta volume E / ▼c Benoit B. Mandelbrot ; with foreword by R.E. Gomory, and contributions by P.H. Cootner ... [et al.].
260 ▼a New York : ▼b Springer , ▼c c1997.
300 ▼a x, 551 p. : ▼b ill. ; ▼c 25 cm.
504 ▼a Includes bibliographical references (p. [526]-541) and index.
650 0 ▼a Finance ▼x Statistical methods.
650 0 ▼a Fractals.
650 0 ▼a Scaling (Social sciences)
945 ▼a KINS

Holdings Information

No. Location Call Number Accession No. Availability Due Date Make a Reservation Service
No. 1 Location Science & Engineering Library/Sci-Info(Stacks2)/ Call Number 332.01514742 M271f Accession No. 121146960 Availability Available Due Date Make a Reservation Service B M

Contents information

Table of Contents

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.


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