Anvendt matematik
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Fractals and Scaling in Finance
Discontinuity, Concentration, Risk. Selecta Volume E
Udgivet af Springer-Verlag New York Inc.
ISBN
9781441931191
Om denne bog
Mandelbrot is world famous for his creation of the new mathematics of fractal geometry. Yet few people know that his original field of applied research was in econometrics and financial models, applying ideas of scaling and self-similarity to arrays of data generated by financial analyses. This book brings together his…
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Bogdetaljer
Forfatter
Benoit B. Mandelbrot
Forlag
Springer-Verlag New York Inc.
Kategori
Anvendt matematik
ISBN-13
9781441931191
EAN
9781441931191
Format
Hæftet
Sprog
Engelsk
sider
551
Undertitel
- Discontinuity, Concentration, Risk. Selecta Volume E
Produktbeskrivelse
Mandelbrot is world famous for his creation of the new mathematics of fractal geometry. Yet few people know that his original field of applied research was in econometrics and financial models, applying ideas of scaling and self-similarity to arrays of data generated by financial analyses. This book brings together his original papers as well as many original chapters specifically written for this book.
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