English language
Published 2013 by Springer London, Limited.
Fractals and Scaling in Finance
Discontinuity, Concentration, Risk. Selecta Volume E
Benoît B. Mandelbrot, P. H. Cootner, R. E. Gomory, E. F. Fama, W. S. Morris: Fractals and Scaling in Finance (2013, Springer London, Limited)
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- 978-1-4757-2763-0
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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 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."