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

Fractals and Scaling in Finance : Discontinuity, Concentration, Risk. Selecta Volume E Hard cover - 1997

by Benoit B. Mandelbrot

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Mandelbrot is a world-renowned scientist, known for his pioneering research in fractal geometry. In this book Mandelbrot brings together new material and his original research in applying ideas of discontinuity, scaling, and self-similarity to the analysis of econometric and financial models, and for evaluating risks in trading strategies.

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Hard Cover. New. New Book; Fast Shipping from UK; Not signed; Not First Edition; The Fractals and Scaling in Finance : Discontinuity, Concentration, Risk. Selecta Volume E.
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From the publisher

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.