Fractals and Scaling in Finance

Table of Contents

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   Book Overview
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   Chapter 1 Introduction
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   Chapter 2 Discontinuity and scaling: their scope and likely limitations
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   Chapter 3 New methods in statistical economics
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   Chapter 4 Sources of inspiration and historical background
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   Chapter 5 States of randomness from mild to wild, and concentration from the short to the long run
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   Chapter 6 Self-similarity and panorama of self-affinity
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   Chapter 7 Rank-size plots, Zipf’s law, and scaling
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   Chapter 8 Proportional growth with or without diffusion, and other explanations of scaling
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    Chapter 9 A case against the lognormal distribution
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    Chapter 10 L-stable model for the distribution of income
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    Chapter 11 L-stability and multiplicative variation of income
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    Chapter 12 Scaling distributions and income maximization
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    Chapter 13 Industrial concentration and scaling
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    Chapter 14 The variation of certain speculative prices
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    Chapter 15 The variation of the prices of cotton, wheat, and railroad stocks, and of some financial rates
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    Chapter 16 Mandelbrot on price variation
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    Chapter 17 Comments by P. H. Cootner, E. Parzen, and W. S. Morris (1960s) and responses
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    Chapter 18 Computation of the L-stable distributions
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    Chapter 19 Nonlinear forecasts, rational bubbles, and martingales
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    Chapter 20 Limitations of efficiency and of martingale models
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    Chapter 21 Self-affine variation in fractal time