Benoit Mandelbrot A Life In Many Dimensions


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Benoit Mandelbrot: A Life In Many Dimensions


Benoit Mandelbrot: A Life In Many Dimensions

Author: Michael Frame

language: en

Publisher: World Scientific

Release Date: 2015-03-02


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This is a collection of articles, many written by people who worked with Mandelbrot, memorializing the remarkable breadth and depth of his work in science and the arts. Contributors include mathematicians, physicists, biologists, economists, and engineers, as expected; and also artists, musicians, teachers, an historian, an architect, a filmmaker, and a comic. Some articles are quite technical, others entirely descriptive. All include stories about Benoit.Also included are chapters on fractals and music by Charles Wuorinen and by Harlan Brothers, on fractals and finance by Richard Hudson and by Christian Walter, on fractal invisibility cloaks by Nathan Cohen, and a personal reminiscence by Aliette Mandelbrot.While he is known most widely for his work in mathematics and in finance, Benoit influenced almost every field of modern intellectual activity. No other book captures the breadth of all of Benoit's accomplishments.

Extreme Events in Finance


Extreme Events in Finance

Author: Francois Longin

language: en

Publisher: John Wiley & Sons

Release Date: 2016-10-17


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A guide to the growing importance of extreme value risk theory, methods, and applications in the financial sector Presenting a uniquely accessible guide, Extreme Events in Finance: A Handbook of Extreme Value Theory and Its Applications features a combination of the theory, methods, and applications of extreme value theory (EVT) in finance and a practical understanding of market behavior including both ordinary and extraordinary conditions. Beginning with a fascinating history of EVTs and financial modeling, the handbook introduces the historical implications that resulted in the applications and then clearly examines the fundamental results of EVT in finance. After dealing with these theoretical results, the handbook focuses on the EVT methods critical for data analysis. Finally, the handbook features the practical applications and techniques and how these can be implemented in financial markets. Extreme Events in Finance: A Handbook of Extreme Value Theory and Its Applications includes: Over 40 contributions from international experts in the areas of finance, statistics, economics, business, insurance, and risk management Topical discussions on univariate and multivariate case extremes as well as regulation in financial markets Extensive references in order to provide readers with resources for further study Discussions on using R packages to compute the value of risk and related quantities The book is a valuable reference for practitioners in financial markets such as financial institutions, investment funds, and corporate treasuries, financial engineers, quantitative analysts, regulators, risk managers, large-scale consultancy groups, and insurers. Extreme Events in Finance: A Handbook of Extreme Value Theory and Its Applications is also a useful textbook for postgraduate courses on the methodology of EVTs in finance.

Fractal Geometry, Complex Dimensions and Zeta Functions


Fractal Geometry, Complex Dimensions and Zeta Functions

Author: Michel L. Lapidus

language: en

Publisher: Springer Science & Business Media

Release Date: 2012-09-20


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Number theory, spectral geometry, and fractal geometry are interlinked in this in-depth study of the vibrations of fractal strings, that is, one-dimensional drums with fractal boundary. Key Features of this Second Edition: The Riemann hypothesis is given a natural geometric reformulation in the context of vibrating fractal strings Complex dimensions of a fractal string, defined as the poles of an associated zeta function, are studied in detail, then used to understand the oscillations intrinsic to the corresponding fractal geometries and frequency spectra Explicit formulas are extended to apply to the geometric, spectral, and dynamical zeta functions associated with a fractal Examples of such explicit formulas include a Prime Orbit Theorem with error term for self-similar flows, and a geometric tube formula The method of Diophantine approximation is used to study self-similar strings and flows Analytical and geometric methodsare used to obtain new results about the vertical distribution of zeros of number-theoretic and other zeta functions Throughout, new results are examined and a new definition of fractality as the presence of nonreal complex dimensions with positive real parts is presented. The new final chapter discusses several new topics and results obtained since the publication of the first edition. The significant studies and problems illuminated in this work may be used in a classroom setting at the graduate level. Fractal Geometry, Complex Dimensions and Zeta Functions, Second Edition will appeal to students and researchers in number theory, fractal geometry, dynamical systems, spectral geometry, and mathematical physics.


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