Multifractal Financial Markets
An Alternative Approach to Asset and Risk Management
Buch in deiner Nähe kaufen
Beschreibung
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.
Includes supplementary material: sn.pub/extras
Autor*in
Yasmine Hayek Kobeissi
Themen in »Multifractal Financial Markets«
Fractal Fractal Geometry Multifractal Markets Non-Linear Economics Risk Management Sovereign Debt Volatility quantitative finance
Stimmen zu »Multifractal Financial Markets«
From the reviews:
“This book introduces an alternative approach to asset and risk management. … it could be useful to those who want to assess recent risk management practices, new trends in the financial industry, and the timeline of the 2007–09 U.S. financial crisis.” (Youngna Choi, Mathematical Reviews, November, 2013)()