The co-op bookstore for avid readers
Book Cover for: Fractals and Scaling in Finance: Discontinuity, Concentration, Risk. Selecta Volume E, Benoit B. Mandelbrot

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

Benoit B. Mandelbrot

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.

Book Details

  • Publisher: Springer
  • Publish Date: Dec 1st, 2010
  • Pages: 551
  • Language: English
  • Edition: undefined - undefined
  • Dimensions: 9.21in - 6.14in - 1.14in - 1.72lb
  • EAN: 9781441931191
  • Categories: Finance - GeneralAccounting - GeneralGame Theory

Praise for this book

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 starting point for anybody interested in the origin of many current topics in empirical finance or the distribution of income."