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Fractals and Scaling in Finance

by Mandelbrot, Benoit B. E

  • ISBN: 9780387983639
  • ISBN10: 0387983635

Fractals and Scaling in Finance

by Mandelbrot, Benoit B. E

  • List Price: $109.99
  • Binding: Hardcover
  • Publisher: Springer-Verlag
  • Publish date: 09/01/1997
  • ISBN: 9780387983639
  • ISBN10: 0387983635
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Description: Mandelbrot is a world-renowned scientist, known for his pioneering research in fractal geometry. In this book Mandelbrot brings together new material and his original research in applying ideas of discontinuity, scaling, and self-similarity to the analysis of econometric and financial models, and for evaluating risks in trading strategies.
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