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Can I read Chaos & Fractals in Financial Markets on EtoBox?
Chaos & Fractals in Financial Markets by Grabbe J.O. is a nonfiction available to read on EtoBox.
What is Chaos & Fractals in Financial Markets about?
Chaos and Fractals inFinancial Markets, Part 1The rolling of the golden apple. I meet chaos. Preliminarypictures and poems. Dynamical systems. What is chaos? I'msensitive, don't perturb me. Why chaos? How fast doforecasts go wrong? — the Lyapunov exponent. Simplecalculation using a Lyapunov exponent. Enough for now.Problems.Chaos and Fractals inFinancial Markets, Part 2The French gambler and the pollen grains. The square rootof time. Normal versus lognormal. How big is it? History'sfirst fractal. Fractal time. Probability is a one-pound jar ofjelly. Problems and answers.Chaos and Fractals inFinancial Markets, Part 3Hazardous world. Coin flips and Brownian motion. A simplestochastic fractal. Sierpinski and Cantor revisited. Blobmeasures are no good. Coastlines and Koch curves. Using aHausdorff measure. Jam session.Chaos and Fractals inFinancial Markets, Part 4Gamblers, zero-sets, and fractal mountains. Futures tradingand the gambler's ruin problem. An example. Gauss versusCauchy. Location and scale.Chaos and Fractals inFinancial Markets, Part 5Louis Bachelier visits the New York Stock Exchange.Bachelier's scale for stock prices. Volatility. Fractal sums ofrandom variables. Some fun
Who reads Chaos & Fractals in Financial Markets?
It is typically read by self-directed learners exploring a subject in depth.
Common subject areas: history, science, philosophy, social sciences.
- Author
- Grabbe J.O.
- Published
- 2001
- Language
- EN
- Category
- nonfiction
- Subjects
- Business, Economics
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Browse all works by Grabbe J.O.
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