文档介绍：FRACTALS and
SCALING
in FINANCE
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SELECTED WORKS OF BENOIT B. MANDELBROT
REPRINTED, TRANSLATED OR NEW
WITH ANNOTATIONS AND GUEST CONTRIBUTIONS
COMPANION TO THE FRACTAL GEOMETRY OF NATURE
Benoit B. Mandelbrot
FRACTALS and
SCALING
in FINANCE
Discontinuity,
Concentration, Risk
SELECTA VOLUME E
With Foreword by . Gomory
and Contributions by PH. Cootner, . Fama,
WS. Morris, . Taylor, and others
Benoit B. Mandelbrat
Mathematics Department
Yale University
New Haven, CT 06520,-8283 USA
http//www
IBM . Watson Research Center
Yorktown Heights, NY 10598-0218 USA
Library of CONFreliS Cataloging-in-Publication Data
rVlandelbrot, Benoit B.
[recta's and scaling in finance : discontinuity, concentration, risk Benoit
Mandelbrot,
p.
Includes bibliographical references.
ISBN 0-387-98363-5 (hardcover ; alk paper)
1„ Finance—Statistkal methods, 2. Frastals. 3. Scaling (Social sciences)
I. Title.
-M36 1997
332'.01'514742—dr21
97-37930
Printed on acid-free paper,
1997 Benoit B.
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