Fractals and Scaling in Finance

Benoit B. Mandelbrot
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Benoit B. Mandelbrot: Yale University, Mathematics Department

in Springer Books from Springer

Date: 1997
ISBN: 978-1-4757-2763-0
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Chapters in this book:

Ch E1 Introduction

Benoit B. Mandelbrot

Ch E10 L-stable model for the distribution of income

Benoit B. Mandelbrot

Ch E11 L-stability and multiplicative variation of income

Benoit B. Mandelbrot

Ch E12 Scaling distributions and income maximization

Benoit B. Mandelbrot

Ch E13 Industrial concentration and scaling

Benoit B. Mandelbrot

Ch E14 The variation of certain speculative prices

Benoit B. Mandelbrot

Ch E15 The variation of the prices of cotton, wheat, and railroad stocks, and of some financial rates

Benoit B. Mandelbrot

Ch E16 Mandelbrot on price variation

Benoit B. Mandelbrot

Ch E17 Comments by P. H. Cootner, E. Parzen, and W. S. Morris (1960s) and responses

Benoit B. Mandelbrot

Ch E18 Computation of the L-stable distributions

Benoit B. Mandelbrot

Ch E19 Nonlinear forecasts, rational bubbles, and martingales

Benoit B. Mandelbrot

Ch E2 Discontinuity and scaling: their scope and likely limitations

Benoit B. Mandelbrot

Ch E20 Limitations of efficiency and of martingale models

Benoit B. Mandelbrot

Ch E21 Self-affine variation in fractal time

Howard M. Taylor and Peter K. Clark

Ch E3 New methods in statistical economics

Benoit B. Mandelbrot

Ch E4 Sources of inspiration and historical background

Benoit B. Mandelbrot

Ch E5 States of randomness from mild to wild, and concentration from the short to the long run

Benoit B. Mandelbrot

Ch E6 Self-similarity and panorama of self-affinity

Benoit B. Mandelbrot

Ch E7 Rank-size plots, Zipf’s law, and scaling

Benoit B. Mandelbrot

Ch E8 Proportional growth with or without diffusion, and other explanations of scaling

Benoit B. Mandelbrot

Ch E9 A case against the lognormal distribution

Benoit B. Mandelbrot

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DOI: 10.1007/978-1-4757-2763-0

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