Fractals and Scaling in Finance: Discontinuity, Concentration, Risk. Selecta Volume E by Benoît B. Mandelbrot

Fractals and Scaling in Finance: Discontinuity, Concentration, Risk. Selecta Volume E

Benoît B. Mandelbrot

551 pages first pub 1997 (editions)

nonfiction business economics challenging informative medium-paced
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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 arra...

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