Fractals and Scaling in Finance
Discontinuity, Concentration, Risk. Selecta Volume E
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.
| Autor: | Mandelbrot, Benoit B. |
|---|---|
| ISBN: | 9781441931191 |
| Sprache: | Englisch |
| Seitenzahl: | 551 |
| Produktart: | Kartoniert / Broschiert |
| Verlag: | Springer US |
| Veröffentlicht: | 01.12.2010 |
| Untertitel: | Discontinuity, Concentration, Risk. Selecta Volume E |
| Schlagworte: | Excel econometrics efficiency fractal fractal geometry linear optimization mathematics normal distribution quantitative finance |
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