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Fractals and Scaling in Finance

Discontinuity, Concentration, Risk. Selecta Volume E

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Benoît B. Mandelbrot

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564pages
20 heures de lecture

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Set in the early 1960s at IBM's research facility, the narrative highlights the innovative environment fostered by brilliant minds, particularly Benoit Mandelbrot. His unconventional ideas challenged traditional mathematical concepts, emphasizing the significance of distributions with infinite second moments. This perspective paved the way for the development of fractals, suggesting that complex aspects of the physical world could be understood through models with fractional dimensions. The account reflects both personal interactions and groundbreaking intellectual exchanges among prominent researchers.

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Fractals and Scaling in Finance, Benoît B. Mandelbrot

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Année de publication: 2010
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Titre: Fractals and Scaling in Finance
Sous-titre: Discontinuity, Concentration, Risk. Selecta Volume E
Langue: Anglais
Auteurs: Benoît B. Mandelbrot
Éditeur: Springer New York
Publié: 2010
Format: souple
Pages: 564
ISBN13: 9781441931191
Séries
Mots clés: Nonfiction, Commerce, Affaires & Gestion, Science et Mathématiques, Économie, Mathématiques, Finance
Évaluation: 5 sur 5
Description: Set in the early 1960s at IBM's research facility, the narrative highlights the innovative environment fostered by brilliant minds, particularly Benoit Mandelbrot. His unconventional ideas challenged traditional mathematical concepts, emphasizing the significance of distributions with infinite second moments. This perspective paved the way for the development of fractals, suggesting that complex aspects of the physical world could be understood through models with fractional dimensions. The account reflects both personal interactions and groundbreaking intellectual exchanges among prominent researchers.