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

Benoit B. Mandelbrot

ISBN 10: 0387983635 / ISBN 13: 9780387983639

Published by Springer, 1997

About this Item

Item in very good condition! Textbooks may not include supplemental items i.e. CDs, access codes etc. Seller Inventory # 00086760352

Bibliographic Details

Title: Fractals and Scaling in Finance: ...

Publisher: Springer

Publication Date: 1997

Binding: Hardcover

Condition: Very 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.

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.