Fractals and Scaling In Finance: Discontinuity, Concentration, Risk

Benoit B. Mandelbrot

ISBN 10: 1441931198 / ISBN 13: 9781441931191

Editore: Springer New York, 1997

562 pages. 9.25x6.00x1.25 inches. In Stock. This item is printed on demand. Codice articolo __1441931198

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, the first volume in Mandelbrot's collected works, or Selecta, brings together his original papers, as well as many oringinal 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."

Dati bibliografici

Titolo: Fractals and Scaling In Finance: ...
Casa editrice: Springer New York
Data di pubblicazione: 1997
Legatura: Paperback
Condizione: Brand New