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Synopsis
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.
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From the Publisher
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.
Review
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."
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- PublisherSpringer
- Publication date1997
- ISBN 10 0387983635
- ISBN 13 9780387983639
- BindingHardcover
- LanguageEnglish
- Number of pages561
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Fractals and Scaling in Finance: Discontinuity, Concentration, Risk. Selecta Volume E
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Springer (edition 1997), 1997
ISBN 10: 0387983635
ISBN 13: 9780387983639
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Fractals and Scaling in Finance: Discontinuity, Concentration, Risk. Selecta Volume E
Published by
Springer (edition 1997), 1997
ISBN 10: 0387983635
ISBN 13: 9780387983639
Used
Hardcover
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