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Fractals and scaling in finance : discontinuity, concentration, risk.
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ISBN: 0387983635 9780387983639 Year: 1997 Publisher: New York Springer

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IN 1959-61, while the huge Saarinen-designed research laboratory at Yorktown Heights was being built, much of IBM's Research was housed nearby. My group occupied one of the many little houses on the Lamb Estate complex which had been a sanatorium housing wealthy alcoholics. The picture below was taken about 1960. It shows from right to left, T. e. Hu, now at the University of California, Santa Barbara. I am next, staring at a network I have just written on the blackboard. Then comes Paul Gilmore, late of the University of British Columbia, then (seated) Richard Levitan, now retired, and at the left is Benoit Mandelbrot. x FOREWORD EF Even in a Lamb Estate populated exclusively with bright research­ oriented people, Benoit always stood out. His thinking was always fresh, and I enjoyed talking with him about any subject, whether technical, poli­ tical, or historical. He introduced me to the idea that distributions having infinite second moments could be more than a mathematical curiosity and a source of counter-examples. This was a foretaste of the line of thought that eventually led to fractals and to the notion that major pieces of the physical world could be, and in fact could only be, modeled by distrib­ utions and sets that had fractional dimensions. Usually these distributions and sets were known to mathematicians, as they were known to me, as curiosities and counter-intuitive examples used to show graduate students the need for rigor in their proofs.


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Les objets fractals : forme, hasard et dimension
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ISBN: 2082111881 9782082111881 Year: 1989 Volume: vol *32 2 Publisher: Paris: Flammarion,

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Les objets fractals : forme, hasard et dimension
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ISBN: 2082106470 Year: 1975 Publisher: Paris : Flammarion,

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Une approche fractale des marchés : risquer, perdre et gagner.
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ISBN: 2738115365 9782738115362 Year: 2005 Publisher: Paris Odile Jacob

Multifractals and 1/f noise : wild self-affinity in physics (1963-1976) : selecta volume N
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ISBN: 0387985395 1461274346 1461221501 9780387985398 Year: 1999 Publisher: New York : Springer,

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Certain noises, many aspects of turbulence, and almost all aspects of finance exhibit a level of temporal and spatial variability whose "wildness" impressed itself vividly upon the author, Benoit Mandelbrot, in the early 1960's. He soon realized that those phenomena cannot be described by simply adapting the statistical techniques of earlier physics, or even extending those techniques slightly. It appeared that the study of finance and turbulence could not move forward without the recognition that those phenomena represented a new second stage of indeterminism. Altogether new mathematical tools were needed. The papers in this Selecta volume reflect that realization and the work that Dr. Mandelbrot did toward the development of those new tools.

The fractal geometry of nature
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ISBN: 0716711869 9780716711865 Year: 1983 Publisher: San Francisco (Calif.) : Freeman,

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Keywords

Kunst en natuur mathematische modellen fractalen --- Kunst en geometrie --- 7.013 --- Kunst verhouding, vorm, ritme --- Fractales --- Modèle mathématique --- 517.987 --- 514.17 --- Fractal geometry --- Fractal sets --- Geometry, Fractal --- Sets, Fractal --- Sets of fractional dimension --- Dimension theory (Topology) --- Measures. Representations of Boolean algebras. Metric theory of dynamic systems --- Convex sets. Geometric figure arrangements. Geometric inequalities --- Fractals. --- Mathematics (General) --- 514.17 Convex sets. Geometric figure arrangements. Geometric inequalities --- 517.987 Measures. Representations of Boolean algebras. Metric theory of dynamic systems --- Mathematics (General). --- Fractals --- Geometry --- Mathematical models --- Stochastic processes --- #ABIB:altk --- #TELE:SISTA --- Random processes --- Probabilities --- Models, Mathematical --- Simulation methods --- Mathematics --- Euclid's Elements --- Kunst en natuur ; mathematische modellen ; fractalen --- Kunst ; verhouding, vorm, ritme --- #WSCH:AAS2 --- #WSCH:MODS --- Geometry. --- Mathematical models. --- Stochastic processes. --- Basic Sciences. Mathematics --- Statistical methods --- Probability. --- Mathematics. --- Géométrie --- Modèles mathématiques --- Processus stochastiques --- Geometric measure theory --- Mesure géométrique, Théorie de la --- Fractales. --- Geometric probabilities. --- Probabilités géométriques. --- Géométrie analytique --- Mathématiques --- Fractal geometry of nature --- Probabilite --- Turbulence --- Fractale geometry --- Geometrie --- Geometrie fractale --- Theorie geometrique de la mesure

Les objets fractals : forme, hasard et dimension
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ISSN: 01518089 ISBN: 2080813013 9782080813015 Year: 1995 Volume: 301 Publisher: Paris: Flammarion,

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Combien mesure la côte de la Bretagne ? Réfléchissez, et vous vous méfierez des dictionnaires. Quelle est la forme de la montagne ou du nuage que voici ? La simplicité de ces questions est trompeuse. Que peut-on dire pour caractériser les formes créées par le chaos ? C'est l'auteur de ce livre qui, le premier, a trouvé le moyen de soumettre ces questions à la démarche scientifique, et il a montré qu'il y a entre elles une affinité profonde et surprenante. Prenant comme base certains objets dont la forme est très rugueuse, très poreuse ou très fragmentée, objets qu'il a appelés fractales, Benoît Mandelbrot a conçu, développé est utilisé une nouvelle géométrie de la nature et du chaos. Elle a désormais pris une très grande extension, apprenant au savant et à l'ingénieur - et à d'autres ! - à voir le monde de façon nouvelle. Le langage fractal a également un impact aussi puissant qu'imprévu, sur l'art populaire et les mathématiques pures. Ce livre, Les Objets fractals, fut le premier exposé de la géométrie fractale ; il reste un document historique autant qu'une introduction de choix.

Fractales, hasard et finance (1959-1997)
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ISBN: 208081382X 9782080813824 Year: 1997 Publisher: [Paris]: Flammarion,

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Les objetcs fractals : forme, hasard et dimension
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Year: 1984 Publisher: Paris : Flammarion,

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