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Fractals and Scaling in Finance: Discontinuity, Concentration, Risk. Selecta Volume E (1997)
by Fractals and Scaling in Finance: Discontinuity, Concentration, Risk. Selecta Volume E (1997)
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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 brings together his original papers as well as many original chapters specifically written for this book.
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Product Details
- Springer Brand
- Sep 18, 1997 Pub Date:
- 0387983635 ISBN-10:
- 9780387983639 ISBN-13:
- English Language
- 561.0 pages Hardcover
- 9.75 in * 1.25 in * 6.75 in Dimensions:
- 2 lb Weight:
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