Fractals and Scaling in Finance : Discontinuity, Concentration, Risk. Selecta Volume E /
This is the first book in the Selecta, the collected works of Benoit Mandelbrot. This volume incorporates his original contributions to finance and is a major contribution to the understanding of how speculative prices vary in time. The chapters consist of much new material prepared for this volume,...
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| Format: | eBook |
| Language: | English |
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New York, NY :
Springer New York,
1997.
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| Online Access: | Connect to the full text of this electronic book |
| Summary: | This is the first book in the Selecta, the collected works of Benoit Mandelbrot. This volume incorporates his original contributions to finance and is a major contribution to the understanding of how speculative prices vary in time. The chapters consist of much new material prepared for this volume, as well as reprints of his classic papers. Much of this work helps to lay a foundation for evaluating risks in trading strategies. 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." |
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| Item Description: | Electronic resource. |
| Physical Description: | 1 online resource (x, 551 pages) |
| ISBN: | 9781475727630 (electronic bk.) 1475727631 (electronic bk.) |