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

Benoit B. Mandelbrot

ISBN 10: 0387983635 / ISBN 13: 9780387983639

Edité par Springer, 1997

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N° de réf. du vendeur I-9780387983639

Détails bibliographiques

• Titre: Fractals and Scaling in Finance: Discontinuity, Concentration, Risk. Selecta Volume E
• Éditeur: Springer
• Date de parution: 1997
• Langue: anglais
• ISBN à 10 chiffres: 0387983635
• ISBN à 13 chiffres: 9780387983639
• Reliure: Couverture rigide
• État de l'article: New

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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, 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.