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Fractals and Scaling in Finance: Discontinuity, Concentration, Risk. Selecta Volume E (1997 edition)

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Fractals and Scaling in Finance: Discontinuity, Concentration, Risk. Selecta Volume E - Mandelbrot, Benoit B, and Cootner, P H, and Gomory, R E (Foreword by)
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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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Fractals and Scaling in Finance: Discontinuity, Concentration, Risk. Selecta Volume E 2010, Springer-Verlag New York Inc., New York, NY

ISBN-13: 9781441931191

Paperback

Fractals and Scaling in Finance: Discontinuity, Concentration, Risk. Selecta Volume E 1997, Springer, New York, NY

ISBN-13: 9780387983639

1997 edition

Hardcover