Fractales, hasard et finance PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Fractales, hasard et finance PDF full book. Access full book title Fractales, hasard et finance by Benoît Mandelbrot. Download full books in PDF and EPUB format.
Author: Benoît Mandelbrot
Publisher:
ISBN: 9782080813824
Category : Fractals
Languages : fr
Pages : 246
Get Book Here
Book Description
On sait que, prenant comme base certains objets rugueux, poreux ou fragmentés à toutes les échelles, objets qu'il a appelés fractals, Benoît Mandelbrot a conçu, développé et utilisé une nouvelle géométrie de la nature et du chaos. Son livre Les Objets fractals : forme, hasard et dimension a appris au savant et à l'ingénieur - et à d'autres ! - à voir le monde de façon nouvelle, et l'impact des fractales sur l'art populaire et les mathématiques pures fut aussi puissant qu'imprévu. On sait moins que la géométrie fractale est née des travaux que Mondelbrot avait consacré à la finance au cours des années soixante. Il s'agissait du caractère nécessairement discontinu des prix de la Bourse, dont les changements se concentrent dans le temps, du caractère cyclique mais non périodique de l'évolution économique et de diverses conséquences de ces observations sur le calcul des risques. Cet ouvrage présente ces travaux, parmi d'autres, qui sont inédits, et ajoute des considérations fondamentales sur les notions de hasard bénin et sauvage. Il devrait intéresser, outre les économistes, les philosophes, les physiciens et les mathématiciens.
Author: Benoît Mandelbrot
Publisher:
ISBN: 9782080813824
Category : Fractals
Languages : fr
Pages : 246
Get Book Here
Book Description
On sait que, prenant comme base certains objets rugueux, poreux ou fragmentés à toutes les échelles, objets qu'il a appelés fractals, Benoît Mandelbrot a conçu, développé et utilisé une nouvelle géométrie de la nature et du chaos. Son livre Les Objets fractals : forme, hasard et dimension a appris au savant et à l'ingénieur - et à d'autres ! - à voir le monde de façon nouvelle, et l'impact des fractales sur l'art populaire et les mathématiques pures fut aussi puissant qu'imprévu. On sait moins que la géométrie fractale est née des travaux que Mondelbrot avait consacré à la finance au cours des années soixante. Il s'agissait du caractère nécessairement discontinu des prix de la Bourse, dont les changements se concentrent dans le temps, du caractère cyclique mais non périodique de l'évolution économique et de diverses conséquences de ces observations sur le calcul des risques. Cet ouvrage présente ces travaux, parmi d'autres, qui sont inédits, et ajoute des considérations fondamentales sur les notions de hasard bénin et sauvage. Il devrait intéresser, outre les économistes, les philosophes, les physiciens et les mathématiciens.
Author: Benoit B. Mandelbrot
Publisher: Springer Science & Business Media
ISBN: 1475727631
Category : Mathematics
Languages : en
Pages : 558
Get Book Here
Book Description
Mandelbrot is world famous for his creation of the new mathematics of fractal geometry. Yet few people know that his original field of applied research was in econometrics and financial models, applying ideas of scaling and self-similarity to arrays of data generated by financial analyses. This book brings together his original papers as well as many original chapters specifically written for this book.
Author: Benoit Mandelbrot
Publisher: Springer Science & Business Media
ISBN: 1475740174
Category : Mathematics
Languages : en
Pages : 321
Get Book Here
Book Description
Just 23 years ago Benoit Mandelbrot published his famous picture of the Mandelbrot set, but that picture has changed our view of the mathematical and physical universe. In this text, Mandelbrot offers 25 papers from the past 25 years, many related to the famous inkblot figure. Of historical interest are some early images of this fractal object produced with a crude dot-matrix printer. The text includes some items not previously published.
Author: Pierre Massotte
Publisher: John Wiley & Sons
ISBN: 1119694973
Category : Business & Economics
Languages : en
Pages : 372
Get Book Here
Book Description
Pertinent to modern industry, administration, finance and society, the most pressing issue for firms today is how to reapproach the way we think and work in business. With topics ranging from improving productivity and coaxing economic growth after periods of market inactivity, Complex Decision-Making in Economy and Finance offers pragmatic solutions for dealing with the critical levels of disorder and chaos that have developed throughout the modern age. This book examines how to design complex products and systems, the benefits of collective intelligence and self-organization, and the best methods for handling risks in problematic environments. It also analyzes crises and how to manage them. This book is of benefit to companies and public bodies with regards to saving assets, reviving fortunes and laying the groundwork for robust, sustainable societal dividends. Examples, case studies, practical hints and guidelines illustrate the topics, particularly in finance.
Author: Franck Jovanovic
Publisher: Oxford University Press
ISBN: 0190205032
Category : Business & Economics
Languages : en
Pages : 249
Get Book Here
Book Description
This book provides the first extensive analytic comparison between models and results from econophysics and financial economics in an accessible and common vocabulary. Unlike other publications dedicated to econophysics, it situates this field in the evolution of financial economics by laying the foundations for common theoretical framework and models.
Author: Benoit Mandelbrot
Publisher: Echo Point Books & Media, LLC
ISBN: 9781648370410
Category :
Languages : en
Pages : 0
Get Book Here
Book Description
Written in a style that is accessible to a wide audience, The Fractal Geometry of Nature inspired popular interest in this emerging field. Mandelbrot's unique style, and rich illustrations will inspire readers of all backgrounds.
Author: German A. Duarte
Publisher: transcript Verlag
ISBN: 3839428297
Category : Social Science
Languages : en
Pages : 397
Get Book Here
Book Description
Fractals suggest recursivity, infinity and the repetition of a principle of order. They are digital pictures of the universe's continuous movement ignored by mankind during millennia. This book investigates the relationship existing between geometries and technology, and how it guided cognitive processes and thus the organization of narrative spaces. The author proposes a new approach for the study of media remarking that from Bacon's camera obscura to von Neumann's computers both geometries and technology strongly influenced the organization of narrative spaces, which acquired a fractal character.
Author:
Publisher: Odile Jacob
ISBN: 2738172385
Category :
Languages : en
Pages : 364
Get Book Here
Book Description
Author: Benoit Mandelbrot
Publisher: Basic Books
ISBN: 0465004687
Category : Mathematics
Languages : en
Pages : 360
Get Book Here
Book Description
A groundbreaking mathematician presents a new model for understanding financial markets Benoit B. Mandelbrot is world-famous for inventing fractal geometry, making mathematical sense of a fact everybody knows but that geometers from Euclid on down had never assimilated: Clouds are not round, mountains are not cones, coastlines are not smooth. To these insights we can now add another example: Markets are not the safe bet your broker may claim. Mandelbrot, with co-author Richard L. Hudson, shows how the dominant way of thinking about the behavior of markets--a set of mathematical assumptions a century old and still learned by every MBA and financier in the world--simply does not work. He uses fractal geometry to propose a new, more accurate way of describing market behavior. From the gyrations of the Dow to the dollar-euro exchange rate, Mandlebrot shows how to understand the volatility of markets in far more accurate terms than the failed theories that have repeatedly brought the financial system to the brink of disaster. The result is no less than the foundation for a new science of finance.
Author: Patrice Abry
Publisher: John Wiley & Sons
ISBN: 1118622901
Category : Mathematics
Languages : en
Pages : 382
Get Book Here
Book Description
Scaling is a mathematical transformation that enlarges or diminishes objects. The technique is used in a variety of areas, including finance and image processing. This book is organized around the notions of scaling phenomena and scale invariance. The various stochastic models commonly used to describe scaling — self-similarity, long-range dependence and multi-fractals — are introduced. These models are compared and related to one another. Next, fractional integration, a mathematical tool closely related to the notion of scale invariance, is discussed, and stochastic processes with prescribed scaling properties (self-similar processes, locally self-similar processes, fractionally filtered processes, iterated function systems) are defined. A number of applications where the scaling paradigm proved fruitful are detailed: image processing, financial and stock market fluctuations, geophysics, scale relativity, and fractal time-space.
