Fractals and Scaling in Finance: Discontinuity, Concentration, Risk. Selecta Volume E

Benoit B. Mandelbrot

ISBN 10: 0387983635 / ISBN 13: 9780387983639

Editore: Springer, 1997

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Dati bibliografici

• Titolo: Fractals and Scaling in Finance: Discontinuity, Concentration, Risk. Selecta Volume E
• Editore: Springer
• Data di pubblicazione: 1997
• Lingua: Inglese
• ISBN 10: 0387983635
• ISBN 13: 9780387983639
• Rilegatura: Hardcover
• Condizione: new

Descrizione articolo

Riassunto

Mandelbrot is world famous for his creation of the new mathematics of fractal geometry. Yet few people know that his original field of applied research was in econometrics and financial models, applying ideas of scaling and self-similarity to arrays of data generated by financial analyses. This book brings together his original papers as well as many original chapters specifically written for this book.

Recensione

From the reviews
"Mandelbrot writes with economy and felicity, and he interperses the more mathematical sections with frank historical anecdotes ... All in all, this is a strange but wonderful book." (PHYSICS TODAY)

Statistical Papers, 2000: "... this is a most useful collection of Mandelbrot's work economics, it provides an excellent starting point for anybody interested in the origin of many current topics in empirical finance or the distribution of income."