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Benoit Mandelbrot 1924 -2010: A Greek among Romans

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  • Estrada, Fernando

Abstract

In this brief note describes the trajectory of the fractal models / multifractal F / M by Benoit Mandelbrot. The promise was discovered by the geometry of Mandelbrot covers a broad area of research fields, from meteorology and mathematical physics to the individual and collective behavior in society, besides his contributions to the analysis of the financial crisis in his wonderful essay on The (mis) Behavior of Markets. A fractal view of Risk, Ruin and Reward (2004).

Suggested Citation

  • Estrada, Fernando, 2010. "Benoit Mandelbrot 1924 -2010: A Greek among Romans," MPRA Paper 25946, University Library of Munich, Germany.
  • Handle: RePEc:pra:mprapa:25946
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    File URL: https://mpra.ub.uni-muenchen.de/25946/1/MPRA_paper_25946.pdf
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    References listed on IDEAS

    as
    1. Benoit B. Mandelbrot, 2005. "Parallel cartoons of fractal models of finance," Annals of Finance, Springer, vol. 1(2), pages 179-192, October.
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    More about this item

    Keywords

    Benoit Mandelbrot; Fractals; Financial;
    All these keywords.

    JEL classification:

    • B0 - Schools of Economic Thought and Methodology - - General
    • A1 - General Economics and Teaching - - General Economics
    • C70 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - General
    • B32 - Schools of Economic Thought and Methodology - - History of Economic Thought: Individuals - - - Obituaries
    • C7 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory
    • B00 - Schools of Economic Thought and Methodology - - General - - - History of Economic Thought, Methodology, and Heterodox Approaches
    • A10 - General Economics and Teaching - - General Economics - - - General
    • D7 - Microeconomics - - Analysis of Collective Decision-Making
    • D70 - Microeconomics - - Analysis of Collective Decision-Making - - - General
    • B3 - Schools of Economic Thought and Methodology - - History of Economic Thought: Individuals
    • C72 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Noncooperative Games

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