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Fractals and Scaling in Finance

Language EnglishEnglish
Book Paperback
Book Fractals and Scaling in Finance Benoît B. Mandelbrot
Libristo code: 01421804
Publishers Springer-Verlag New York Inc., December 2010
Mandelbrot is world famous for his creation of the new mathematics of fractal geometry. Yet few peop... Full description
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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.

About the book

Full name Fractals and Scaling in Finance
Author Benoît B. Mandelbrot, P.H. Cootner, E.F. Fama, W.S. Morris
Language English
Binding Book - Paperback
Date of issue 2010
Number of pages 551
EAN 9781441931191
ISBN 1441931198
Libristo code 01421804
Publishers Springer-Verlag New York Inc.
Weight 810
Dimensions 157 x 232 x 31

Categories

Mathematics & Science > Mathematics > Geometry > Fractal geometry
Economics, Finance, Business & Management > Finance & accounting > Finance
Economics, Finance, Business & Management > Economics > Econometrics & economic statistics
Mathematics & Science > Mathematics > Probability & statistics
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