Fractals and Scaling in Finance: Discontinuity, Concentration, Risk. (SIGNED BY MANDELBROT.)

MANDELBROT, Benoit B. (1924-2010):

ISBN 10: 0387983635 / ISBN 13: 9780387983639

Edité par Berlin, etc.: Springer, 1997., 1997

A propos de cet article

FIRST EDITION. Original cloth. Near Fine, in near fine dust jacket. Signed by Benoit Mandelbrot. 'This is the first book in the Selecta, the collected works of Benoit Mandelbrot. This volume incorporates his original contributions to finance and is a major contribution to the understanding of how speculative prices vary in time. The chapters consist of much new material prepared for this volume, as well as reprints of his classic papers. Much of this work helps to lay a foundation for evaluating risks in trading strategies. Statistical Papers, 2000: '. . . this is a most useful collection of Mandelbrot's work in economics, it provides an excellent starting point for anybody interested in the origin of many current topics in empirical finance or the distribution of income' (Springer Web site).

N° de réf. du vendeur 21097

Détails bibliographiques

• Titre: Fractals and Scaling in Finance: Discontinuity, Concentration, Risk. (SIGNED BY MANDELBROT.)
• Éditeur: Berlin, etc.: Springer, 1997.
• Date de parution: 1997
• Langue: anglais
• ISBN à 10 chiffres: 0387983635
• ISBN à 13 chiffres: 9780387983639
• Reliure: Hardcover
• Édition: 1st Edition
• État de l'article: Near Fine
• État de la jaquette: Near Fine
• Signé: Signed by Author(s)

A propos de ce titre

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.