Fractals and scaling in finance
discontinuity, concentration, risk
by Benoît B. Mandelbrot and Richard L. Hudson
- 4 Want to read
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."
Check nearby libraries
Buy this book
Previews available in: English
| Edition | Availability |
|---|---|
1
Fractals and Scaling in Finance: Discontinuity, Concentration, Risk. Selecta Volume E
2013, Springer London, Limited
in English
1475727631 9781475727630
|
zzzz
|
2
Fractals and Scaling in Finance: Discontinuity, Concentration, Risk. Selecta Volume E
Dec 01, 2010, Springer
paperback
1441931198 9781441931191
|
zzzz
|
3
Fractales y finanzas : Una aproximación matemática a los mercados: arriesgar, perder y ganar
May 01, 2006, Tusquets Editores S.A.
paperback
8483104857 9788483104859
|
zzzz
|
4
Fractales y finanzas : Una aproximación matemática a los mercados: arriesgar, perder y ganar
May 01, 2006, Tusquets Editores S.A.
paperback
8483104857 9788483104859
|
zzzz
|
5
Fractals and scaling in finance: discontinuity, concentration, risk
1997, Springer
in English
0387983635 9780387983639
|
aaaa
|
6
Fractals and scaling in finance: discontinuity, concentration, risk : selecta volume E
1997, Springer
in English
0387983635 9780387983639
|
zzzz
|
Book Details
Edition Notes
Selected works of Benoit B. Mandelbrot.
Includes bibliographical references (p. [526]-541) and index.
Classifications
The Physical Object
Edition Identifiers
Work Identifiers
Community Reviews (0)
Lists
See All
| September 28, 2024 | Edited by MARC Bot | import existing book |
| November 22, 2023 | Edited by Tom Morris | Merge works |
| August 2, 2020 | Edited by ImportBot | import existing book |
| May 1, 2020 | Edited by ImportBot | import new book |
| December 9, 2009 | Created by WorkBot | add works page |