Benoit Mandelbrot s pioneering research in fractal geometry has affected many areas of mathematics, physics, finance and other disciplines. The papers reprinted in this third volume of his Selected Works center on a detailed study of fractional Brownian functions, best known as the mathematical tool[...]
A fascinating memoir from the man who revitalized visual geometry, and whose ideas about fractals have changed how we look at both the natural world and the financial world.
Benoit Mandelbrot, the creator of fractal geometry, has significantly improved our understanding of, among other things, f[...]
Mathematical superstar and inventor of fractal geometry, Benoit Mandelbrot, has spent the past forty years studying the underlying mathematics of space and natural patterns. What many of his followers don't realize is that he has also been watching patterns of market change. In The (Mis)Behavior o[...]
Presents an introduction to the dynamics of order and chaos, fractals, and complexity.
Includes material on the market crisis. This book presents models where the complex gyrations of the FTSE 100 and exchange rates can be reduced to straightforward formulae that yield a much more accurate description of the risks involved.[...]