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Design of Experiments: An I…

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

Author Benoit B. Mandelbrot
Publisher Springer
Category Mathematics
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Book Details
PublisherSpringer
ISBN / ASIN0387983635
ISBN-139780387983639
AvailabilityUsually ships in 24 hours
Sales Rank353,829
CategoryMathematics
MarketplaceUnited States 🇺🇸

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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