Fractals and Scaling in Finance
Author | : Benoit B. Mandelbrot |
Publisher | : Springer Science & Business Media |
Total Pages | : 558 |
Release | : 2013-03-09 |
ISBN-10 | : 9781475727630 |
ISBN-13 | : 1475727631 |
Rating | : 4/5 (631 Downloads) |
Download or read book Fractals and Scaling in Finance written by Benoit B. Mandelbrot and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 558 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.