Fractals And Scaling In Finance

Discontinuity, Concentration, Risk

by Benoit B. Mandelbrot
language: english
Publisher: SPRINGER-VERLAG NEW YORK INC., September of 1997 ‧
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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 provides his papers.

Fractals And Scaling In Finance

Discontinuity, Concentration, Risk

by Benoit B. Mandelbrot

Property Description
ISBN: 9780387983639
Publisher: SPRINGER-VERLAG NEW YORK INC.
Release Date: September of 1997
Language: English
Cover: Hardcover
Pages: 551
Format: Book
Categories: Books in English > Economics, Finance and Accounting > Economy
EAN: 9780387983639