Fractals and Scaling in Finance
Benoit B. Mandelbrot
Gebundenes Buch

Fractals and Scaling in Finance

Discontinuity, Concentration, Risk. Selecta Volume E

Mitarbeit: Cootner, P.H.; Gomory, R.E.; Fama, E.F.; Morris, W.S.; Taylor, H.M.
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IN 1959-61, while the huge Saarinen-designed research laboratory at Yorktown Heights was being built, much of IBM's Research was housed nearby. My group occupied one of the many little houses on the Lamb Estate complex which had been a sanatorium housing wealthy alcoholics. The picture below was taken about 1960. It shows from right to left, T. e. Hu, now at the University of California, Santa Barbara. I am next, staring at a network I have just written on the blackboard. Then comes Paul Gilmore, late of the University of British Columbia, then (seated) Richard Levitan, now retired, and at the...