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Fractals and Scaling in Finance: Discontinuity, Concentration, Risk. Selecta Volume E
Benoit B. Mandelbrot
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Description for Fractals and Scaling in Finance: Discontinuity, Concentration, Risk. Selecta Volume E
Paperback. Selecta Volume E Num Pages: 551 pages, 7 black & white illustrations, biography. BIC Classification: KCH; KFF; PBMX; PBT. Category: (P) Professional & Vocational. Dimension: 232 x 157 x 31. Weight in Grams: 810.
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.
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.
Product Details
Publisher
Springer-Verlag New York Inc.
Format
Paperback
Publication date
2010
Condition
New
Weight
809g
Number of Pages
551
Place of Publication
New York, NY, United States
ISBN
9781441931191
SKU
V9781441931191
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
Reviews for Fractals and Scaling in Finance: Discontinuity, Concentration, Risk. Selecta Volume E
From the reviews Mandelbrot writes with economy and felicity, and he interperses the more mathematical sections with frank historical anecdotes ... All in all, this is a strange but wonderful book. (PHYSICS TODAY) Statistical Papers, 2000: ... this is a most useful collection of Mandelbrot's work economics, it provides an excellent ... Read more