Multifractal Financial Markets

Multifractal Financial Markets
By:"yasmine hayek kobeissi"
Published on 2012-07-23 by Springer Science & Business Media

Multifractal Financial Markets \u200bexplores appropriate models for estimating risk and profiting from market swings, allowing readers to develop enhanced portfolio management skills and strategies. Fractals in finance allow us to understand market instability and persistence. When applied to financial markets, these models produce the requisite amount of data necessary for gauging market risk in order to mitigate loss. This brief delves deep into the multifractal market approach to portfolio management through real-world examples and case studies, providing readers with the tools they need to forecast profound shifts in market activity.

This Book was ranked 24 by Google Books for keyword the-mis-behaviour-of-markets-a-fractal-view-of-risk-ruin-and-reward.

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The (Mis)Behaviour of Markets

The (Mis)Behaviour of Markets
By:"Benoit B. Mandelbrot","Richard Hudson"
Published on 2010-10-01 by Profile Books

This international bestseller, which foreshadowed a market crash, explains why it could happen again if we don't act now. Fractal geometry is the mathematics of roughness: how to reduce the outline of a jagged leaf or static in a computer connection to a few simple mathematical properties. With his fractal tools, Mandelbrot has got to the bottom of how financial markets really work. He finds they have a shifting sense of time and wild behaviour that makes them volatile, dangerous - and beautiful. In his models, the complex gyrations of the FTSE 100 and exchange rates can be reduced to straightforward formulae that yield a much more accurate description of the risks involved.

This Book was ranked 5 by Google Books for keyword the-mis-behaviour-of-markets-a-fractal-view-of-risk-ruin-and-reward.

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The (mis)behaviour of Markets

The (mis)behaviour of Markets
By:"Benoit B. Mandelbrot","Richard L. Hudson"
Published on 2004-01-01 by

From the world-famous inventor of fractal geometry, a revolutionary new theory that turns on its head our understanding of how markets work. Fractal geometry is the mathematics of roughness: how to reduce the outline of a jagged leaf, a rocky coastline or static in a computer connection to a few simple mathematical properties - to make the complex simple. With his fractal tools, Benoit Mandelbrot has got to the bottom of how financial markets really work. He finds they have a shifting sense of time, a unique dimension and a wild kind of behaviour that makes them volatile, dangerous - and also beautiful. In Mandelbrot's fractal models, the complex gyrations of IBM's stock price, the FTSE 100, cotton trading and exchange rates can be reduced to straightforward formulae that yield a much more accurate description of the risks involved.

This Book was ranked 1 by Google Books for keyword the-mis-behaviour-of-markets-a-fractal-view-of-risk-ruin-and-reward.

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