Fractals and scaling in finance

Description

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."

Subjects

Series Statement

• Selecta -- Vol.E

Other Editions

• Fractals and scaling in finance: discontinuity, concentration, riskSpringer1997-01-01
• Fractals and scaling in financeSpringer1997-01-01
• Fractales y finanzas : Una aproximación matemática a los mercadosPaperbackTusquets Editores S.A.2006-05-01
• Fractales y finanzas : Una aproximación matemática a los mercadosPaperbackTusquets Editores S.A.2006-05-01
• Fractals and Scaling in FinancepaperbackSpringer2010-12-01
• Fractals and Scaling in FinanceSpringer London, Limited2013-01-01