Fractals and Scaling in Finance

Fractals and Scaling in Finance

Type
Link
Cost
Paid
Published
1997
Full Name
Fractals and Scaling in Finance: Discontinuity, Concentration, Risk.

"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


"... 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."

— Statistical Papers, 2000