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Fractals and Scaling in Finance : Discontinuity, Concentration, Risk

Discontinuity, Concentration, Risk

By: Benoit B. Mandelbrot, P.H. Cootner, R.E. Gomory (Foreword by)

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Hardcover | 1 January 1997

At a Glance

Hardcover
568 Pages

Dimensions(cm)
23.39 x 15.6 x 3.18

Hardcover

$269.67

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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."

Industry Reviews

From the reviews
"Mandelbrot writes with economy and felicity, and he interperses the more mathematical sections with frank historical anecdotes ... All in all, this is a strange but wonderful book." (PHYSICS TODAY)

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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You Can Find This Book In

Non-Fiction Accounting & Finance Finance Accounting Mathematics Probability & Statistics Economics Econometrics Geometry Fractal Geometry

From the contents
Intro
Major Themes
New Methods in statistical economics
Historical Background
States of randomness
Self-similarity and self-affinity
Rank sized plots
Proportional growth and other explanations of scaling
A case against the log distribution
Personal incomes and firm sizes
Random flight on Wall Street
Nonlinear forecasts
Table of Contents provided by Publisher. All Rights Reserved.

Fractals and Scaling in Finance : Discontinuity, Concentration, Risk

Discontinuity, Concentration, Risk

At a Glance

Hardcover

Industry Reviews

Shipping

How to return your order

Defective items

You Can Find This Book In

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