Fractals and Scaling in Finance: Discontinuity, Concentration, Risk. (SIGNED BY MANDELBROT.)

MANDELBROT, Benoit B. (1924-2010):

ISBN 10: 0387983635 / ISBN 13: 9780387983639

Editore: Berlin, etc.: Springer, 1997., 1997

Riguardo questo articolo

FIRST EDITION. Original cloth. Near Fine, in near fine dust jacket. Signed by Benoit Mandelbrot. 'This is the first book in the Selecta, the collected works of Benoit Mandelbrot. This volume incorporates his original contributions to finance and is a major contribution to the understanding of how speculative prices vary in time. The chapters consist of much new material prepared for this volume, as well as reprints of his classic papers. Much of this work helps to lay a foundation for evaluating risks in trading strategies. Statistical Papers, 2000: '. . . this is a most useful collection of Mandelbrot's work in 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' (Springer Web site). Codice articolo 21097

Dati bibliografici

Titolo: Fractals and Scaling in Finance: ...

Casa editrice: Berlin, etc.: Springer, 1997.

Data di pubblicazione: 1997

Legatura: Hardcover

Condizione: Near Fine

Condizione sovraccoperta: Near Fine

autografato: Signed by Author(s)

Edizione: 1st Edition

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."