Mendeley出力
＜図書＞
Fractals and scaling in finance : discontinuity, concentration, risk : selecta volume E
| 責任表示 | Benoit B. Mandelbrot ; with foreword by R.E. Gomory ; and contributions by P.H. Cootner ... [et al.] |
|---|---|
| データ種別 | 図書 |
| 出版情報 | New York : Springer , c1997 |
| 本文言語 | 英語 |
| 大きさ | x, 551 p. : ill., port. ; 25 cm |
| 概要 | This is the first book in the Selecta, the collected works of Benoit Mandelbrot. This volume incorporates his original contributions to finance and is a major contribution to the understanding of how ...peculative prices vary in time. The chapters consist of much new material prepared for this volume, as well as reprints of his classic papers. Much of this work helps to lay a foundation for evaluating risks in trading strategies.Statistical Papers, 2000: "... this is a most useful collection of Mandelbrot's work economics, it provides an excellent starting point for anybody interested in the origin of many current topics in empirical finance or the distribution of income." 続きを見る |
| 電子版へのリンク | https://hdl.handle.net/2324/6882308 |
所蔵情報
| 状態 | 巻次 | 所蔵場所 | 請求記号 | 刷年 | 文庫名称 | 資料番号 | コメント | 予約・取寄 | 複写申込 | 自動書庫 |
|---|---|---|---|---|---|---|---|---|---|---|
|
|
|
理系図3F 数理独自 | MAND/30/2 | c1997 |
|
023211998003887 |
|
書誌詳細
| 一般注記 | "Selected works of Benoit B. Mandelbrot reprinted, translated or new with annotations and guest contributions companion to The fractal geometry of nature."--Preliminaries Includes bibliographical references (p. [526]-541) and index |
|---|---|
| 著者標目 | *Mandelbrot, Benoît B., 1924- Gomory, R. E. Cootner, P. H. |
| 件 名 | LCSH:Finance -- Statistical methods
全ての件名で検索
LCSH:Fractals LCSH:Scaling (Social sciences) |
| 分 類 | LCC:HG176.5 DC21:332/.01/514742 NDC8:331.19 NDC9:338 |
| 書誌ID | 1001391685 |
| ISBN | 0387983635 |
| NCID | BA34884147 |
| 巻冊次 | ISBN:0387983635 |
| 登録日 | 2009.11.02 |
| 更新日 | 2017.02.18 |