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Author Mandelbrot, Benoit B.

Title Fractals and scaling in finance : discontinuity, concentration, risk : selecta volume E / Benoit B. Mandelbrot ; with foreword by R.E. Gomory, and contributions by P.H. Cootner ... [and others]
Published New York : Springer, [1997]


Location Call no. Vol. Availability
Description x, 551 pages : illustrations ; 25 cm
Series Selecta ; v.E
Mandelbrot, Benoit B. Selecta
Mandelbrot, Benoit B. Selecta
Contents Machine derived contents note: From the contents: Intro; Major Themes; New Methods in statistical economics; Historical Background; States of randomness; self-similarity and self-affinity; rank sized plots; proportional growth and other explanations of scaling; a case against the log distribution; Personal incomes and firm sizes; Random flight on Wall Street; nonlinear forecasts
Notes "Selected works of Benoit B. Mandelbrot, reprinted, translated or new with annotations and guest contributions, companion to The Fractal Geometry of Nature"--page facing t.p
Bibliography Includes bibliographical references (pages [526]-541) and index
Subject Finance -- Statistical methods.
Scaling (Social sciences)
LC no. 97037930
ISBN 0387983635 (New York : hardcover : acid-free paper)