Fractals and scaling in finance
discontinuity, concentration, risk : selecta volume E
por Benoit B. MandelbrotFailed to mention old musty smell of book. Wouldn't have purchased this copy, especially for price paid.
This was an interesting perspective from Mandelbrot about the inept models already used in the financial industry. I would love to find time to try these new ideas out in my models.
Found the papers contained in the book filled in many of the blanks I had after reading some of the other Mandelbrot books. the math was tractable and not too difficult for a non expert.
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