Fractals and scaling in finance
Benoit B. Mandelbrot, R.E. Gomory, P.H. Cootner, E.F. Fama, W.S. Morris, H.M. Taylor
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 arrays of data generated by financial analyses. This book brings together his original papers as well as many original chapters specifically written for this book.
Kategori:
Tahun:
1997
Penerbit:
Springer
Bahasa:
english
Halaman:
558
ISBN 10:
0387983635
ISBN 13:
9780387983639
Fail:
DJVU, 5.22 MB
IPFS:
,
english, 1997