Multifractal Financial Markets

Multifractal Financial Markets
Author :
Publisher : Springer Science & Business Media
Total Pages : 137
Release :
ISBN-10 : 9781461444909
ISBN-13 : 146144490X
Rating : 4/5 (09 Downloads)

Book Synopsis Multifractal Financial Markets by : Yasmine Hayek Kobeissi

Download or read book Multifractal Financial Markets written by Yasmine Hayek Kobeissi and published by Springer Science & Business Media. This book was released on 2012-07-23 with total page 137 pages. Available in PDF, EPUB and Kindle. Book excerpt: Multifractal Financial Markets ​explores 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.


Multifractal Financial Markets Related Books

Multifractal Financial Markets
Language: en
Pages: 137
Authors: Yasmine Hayek Kobeissi
Categories: Business & Economics
Type: BOOK - Published: 2012-07-23 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

Multifractal Financial Markets ​explores appropriate models for estimating risk and profiting from market swings, allowing readers to develop enhanced portfol
Multifractal Volatility
Language: en
Pages: 273
Authors: Laurent E. Calvet
Categories: Business & Economics
Type: BOOK - Published: 2008-10-13 - Publisher: Academic Press

DOWNLOAD EBOOK

Calvet and Fisher present a powerful, new technique for volatility forecasting that draws on insights from the use of multifractals in the natural sciences and
The (Mis)Behaviour of Markets
Language: en
Pages: 352
Authors: Benoit B. Mandelbrot
Categories: Business & Economics
Type: BOOK - Published: 2010-10-01 - Publisher: Profile Books

DOWNLOAD EBOOK

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
Multifractal Detrended Analysis Method and Its Application in Financial Markets
Language: en
Pages: 258
Authors: Guangxi Cao
Categories: Business & Economics
Type: BOOK - Published: 2018-02-18 - Publisher: Springer

DOWNLOAD EBOOK

This book collects high-quality papers on the latest fundamental advances in the state of Econophysics and Management Science, providing insights that address p
The Oxford Handbook of Computational Economics and Finance
Language: en
Pages: 785
Authors: Shu-Heng Chen
Categories: Business & Economics
Type: BOOK - Published: 2018-01-12 - Publisher: Oxford University Press

DOWNLOAD EBOOK

The Oxford Handbook of Computational Economics and Finance provides a survey of both the foundations of and recent advances in the frontiers of analysis and act