Fractals and Scaling in Finance: Discontinuity, Concentration, Risk. (SIGNED BY MANDELBROT.)

MANDELBROT, Benoit B. (1924-2010):

ISBN 10: 0387983635 / ISBN 13: 9780387983639

Verlag: Berlin, etc.: Springer, 1997., 1997

Beschreibung

FIRST EDITION. Original cloth. Near Fine, in near fine dust jacket. Signed by Benoit Mandelbrot. '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 in 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' (Springer Web site). Bestandsnummer des Verkäufers 21097

Bibliografische Details

Titel: Fractals and Scaling in Finance: ...

Verlag: Berlin, etc.: Springer, 1997.

Erscheinungsdatum: 1997

Einband: Hardcover

Zustand: Near Fine

Zustand des Schutzumschlags: Near Fine

Signiert: Signed by Author(s)

Auflage: 1st Edition

Über diesen Titel

Inhaltsangabe:

Book by Benoit B Mandelbrot

Críticas:

From the reviews
"Mandelbrot writes with economy and felicity, and he interperses the more mathematical sections with frank historical anecdotes ... All in all, this is a strange but wonderful book." (PHYSICS TODAY)

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."