Mandelbrot B.B. Fractals and scaling in finance

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размер 5.22 МБ
добавлен 27 февраля 2011 г.

(Springer, 1997)(ISBN 0387983635)(T)(S)(558s)

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.

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