Erhältlich:
Nicht auf Lager
Buch (Softcover): Fachbuch
Quantifying Chaos Theory in Finance
The Hidden Mathematics of Price
Verlag:
Independently Published Unsere-Artikel-Nr.: P35050177
EAN: 9798188058951
Erhältlich:
Nicht auf Lager
Zustellung: Mo, 02.11.2026
Versand: Kostenlos
CHF 46.25
Beschreibung
The graduate-level companion to the Chaos Theory in Finance series - a rigorous, self-contained treatise on the mathematics that governs rough, memory-laden markets. Quantifying Chaos Theory in Finance. develops fractal geometry, nonlinear dynamics, long memory and multifractal models from first principles and turns them on real price data. Where the first book taught the trader's craft, this one builds the machinery underneath it - every algorithm derived, every figure generated from the mathematics it illustrates, every method shown on a fully worked numerical example. Inside you will master:. Fractal and Hausdorff dimension, self-similarity and the box-counting measure of a price series. Deterministic chaos - the logistic map, strange attractors, Lyapunov exponents and Takens embedding - and whether markets truly are chaotic. The Hurst exponent, fractional Brownian motion and DFA estimation of long memory. Multifractals, the MMAR, MF-DFA and the Markov-switching multifractal model. Rough volatility, heavy tails, the Fractal Market Hypothesis and Hawkes-process microstructure. Written for quantitative researchers, advanced students and the mathematically serious trader. Part of the Chaos Theory in Finance series.
Spezifikationen
Sprache
- Englisch
Autor
- Amit Ghosh
Erscheinungsjahr
- 2026
Format
- Buch (Softcover)
Anzahl Seiten
- 272