Fractals and Scaling in Finance: Discontinuity, Concentration, Risk. Selecta Volume E (Paperback) (ISBN-13: 9781441931191)

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.

Author: Benoit B. Mandelbrot
ISBN-10: 1441931198
ISBN-13: 9781441931191
Publisher: Springer
Language: English
Published: 12/01/2010
Pages: 551
Format: Paperback
Weight: 1.72lbs
Size: 9.21h x 6.14w x 1.14d