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

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

Hardcover

Series: Selecta

AccountingInvesting & Finance

ISBN10: 0387983635
ISBN13: 9780387983639
Publisher: Springer
Published: Sep 18 1997
Pages: 551
Weight: 2.13
Height: 1.21 Width: 6.45 Depth: 9.49
Language: English
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.

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