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Fractals and Scaling in Finance Discontinuity Concentration Risk Selecta Volume E

by [Benoit B. Mandelbrot]

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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, 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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Product Details

  • Springer Brand
  • Sep 18, 1997 Pub Date:
  • 9780387983639 ISBN-13:
  • 0387983635 ISBN-10:
  • 561.0 pages Hardcover
  • English Language
  • 9.75 in * 1.25 in * 6.75 in Dimensions:
  • 2 lb Weight: