Fractals and Scaling In Finance

副标题: Discontinuity, Concentration, Risk

ISBN: 9780387983639

出版社: Springer

出版年: 1997-09-18

页数: 561

定价: USD 74.95

装帧: Hardcover

内容简介

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.