Fractals and Scaling in Finance, 1997th Edition by Benoit B. Mandelbrot - ISBN: 9780387983639
Hardcover
Mandelbrot is world famous for his creation of the new mathematics of fractal geometry. This book, the first volume in Mandelbrot’s collected works, or Selecta, brings together his original papers, as well as many oringinal chapters specifically written for this book.

Fractals and Scaling in Finance, 1997th Edition

Discontinuity, Concentration, Risk. Selecta Volume E

  • Hardcover

    551 pages

  • Release Date

    18 September 1997

Summary

IN 1959-61, while the huge Saarinen-designed research laboratory at Yorktown Heights was being built, much of IBM’s Research was housed nearby. My group occupied one of the many little houses on the Lamb Estate complex which had been a sanatorium housing wealthy alcoholics. The picture below was taken about 1960. It shows from right to left, T. e. Hu, now at the University of California, Santa Barbara. I am next, staring at a network I have just written on the blackboard. Then comes Paul Gilm…

Book Details

ISBN-13:9780387983639
ISBN-10:0387983635
Author:Benoit B. Mandelbrot, P.H. Cootner, R.E. Gomory, E.F. Fama, W.S. Morris, H.M. Taylor
Publisher:Springer-Verlag New York Inc.
Imprint:Springer-Verlag New York Inc.
Format:Hardcover
Number of Pages:551
Edition:1997th
Release Date:18 September 1997
Weight:2.14kg
Dimensions:235mm x 155mm
What They're Saying

Critics Review

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.”

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