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Sales Rank: #269651 in Books
Brand: Benoit B Mandelbrot
Published on: 1997-09-18
Ingredients: Example Ingredients
Original language: English
Number of items: 1
Dimensions: 9.21" h x 1.31" w x 6.14" l, 2.13 pounds
Binding: Hardcover
551 pages

Features

Fractals And Scaling In Finance

Review

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."

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, 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.

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