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

Mandelbrot, Benoit B. B.

ISBN 10: 1441931198 / ISBN 13: 9781441931191

Published by Springer, 2010

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Bibliographic Details

Title: Fractals and Scaling in Finance: ...

Publisher: Springer

Publication Date: 2010

Binding: paperback

Condition: Good

About this title

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.

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."