Fractals and Scaling In Finance
Fractals and Scaling In Finance
Editorial Reviews
Book 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."
Book Info
Contributes to the understanding of how speculative prices vary in time. Presents and tests three successful rules of variation, tackling fast change and long distribution tails, then long dependence in time and finally both features simultaneously.
Fractals and Scaling In Finance
Fractals and Scaling In Finance,R.E. Gomory,Benoit B. Mandelbrot,P.H. Cootner,E.F. Fama,W.S. Morris,H.M. Taylor,Springer,0387983635,Accounting - General,Business & Economics,Business / Economics / Finance,Business/Economics,Economic Statistics,Finance,Financial Economics (General),Fractals,Scaling (Social sciences),Statistical methods,Business & Economics / Finance
Mathematics Book
Fractals and Scaling In Finance
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