Fractals and Scaling in Finance: Discontinuity, Concentration, Risk. Selecta Volume E (Hardback)
  • Fractals and Scaling in Finance: Discontinuity, Concentration, Risk. Selecta Volume E (Hardback)
zoom

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

(author), (foreword), (assisted by), (assisted by), (assisted by), (assisted by)
£79.99
Hardback 551 Pages / Published: 18/09/1997
  • We can order this

Usually dispatched within 3 weeks

  • This item has been added to your basket

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.

Publisher: Springer-Verlag New York Inc.
ISBN: 9780387983639
Number of pages: 551
Weight: 2140 g
Dimensions: 235 x 155 x 31 mm
Edition: 1997 ed.


MEDIA REVIEWS

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."

You may also be interested in...

Naked Statistics
Added to basket
£12.99
Paperback
Probability For Dummies
Added to basket
Quantitative Methods
Added to basket
Probability: A Very Short Introduction
Added to basket
Principles of Statistics
Added to basket
Statistics
Added to basket
£45.99
Paperback
Risk
Added to basket
£12.99
Paperback
The Signal and the Noise
Added to basket
£10.99   £8.99
Paperback
Psychology Statistics For Dummies
Added to basket
Statistics: A Very Short Introduction
Added to basket
The Theory That Would Not Die
Added to basket
Statistics
Added to basket
£29.50
Paperback
Choosing and Using Statistics
Added to basket
Statistics Essentials For Dummies
Added to basket

Reviews

Please sign in to write a review

Your review has been submitted successfully.