Fractals and Scaling In Finance: Discontinuity, Concentration, Risk

• Authors: Benoit B. Mandelbrot - Mandelbrot - Benoit B. (1924-2010):
• ISBN 10: 0387983635
• ISBN 13: 9780387983639
• Edition: 1997
• Release: September 18, 1997
• Format: Hardcover (561 pages)
• List Price: $69.95
• More Details
  
  

  List Price: $69.95

  Tags: Business & Investing, Economics, Public Finance,

  Book Description:
  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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