Fractals and Scaling in Finance - Discontinuity, Concentration, Risk. Selecta Volume E (Hardcover, 1997 ed.)
Benoit B. MandelbrotThis is the first book in the Selecta, the collected works of Benoit Mandelbrot. This volume incorporates his original contributions to finance. The chapters consist of much new material prepared for this volume, as well as reprints of his classic papers which are devoted to the roles that discontinuity and related forms of concentration play in finance and economics. Much of this work helps to lay a foundation for evaluating risks in trading strategies.
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Product Description
This is the first book in the Selecta, the collected works of Benoit Mandelbrot. This volume incorporates his original contributions to finance. The chapters consist of much new material prepared for this volume, as well as reprints of his classic papers which are devoted to the roles that discontinuity and related forms of concentration play in finance and economics. Much of this work helps to lay a foundation for evaluating risks in trading strategies.
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Product Details
General
Imprint | Springer-Verlag New York |
Country of origin | United States |
Release date | September 1997 |
Availability | Expected to ship within 12 - 17 working days |
First published | November 1997 |
Authors | Benoit B. Mandelbrot |
Assisted by | P.H. Cootner, E.F. Fama, W.S. Morris, H.M. Taylor |
Foreword by | R. E. Gomory |
Dimensions | 235 x 155 x 36mm (L x W x T) |
Format | Hardcover |
Pages | 551 |
Edition | 1997 ed. |
ISBN-13 | 978-0-387-98363-9 |
Barcode | 9780387983639 |
Categories | |
LSN | 0-387-98363-5 |
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