
Fractals and Scaling in Finance
This volume contains new material prepared for this volume, as well as reprints of Mandelbrot's classic papers which are devoted to the roles that discontinuity and related forms of concentration play in finance and economics. It includes real-life models such as random flight on Wall Street.
- Undertittel
- Discontinuity, Concentration, Risk. Selecta Volume E
- Forfatter
- Benoit B. Mandelbrot, R.E. Gomory
- Opplag
- 1997 ed.
- ISBN
- 9780387983639
- Språk
- Engelsk
- Vekt
- 446 gram
- Utgivelsesdato
- 18.9.1997
- Antall sider
- 551
