Benoit Mandelbrot, the mathematician, the father of fractal mathematics, and advocate of more sophisticated modelling in quantitative finance, died on 14th October 2010 aged 85.
Wilmott magazine has often featured Mandelbrot, his ideas, and the work of others inspired by his fundamental insights.
The Dynamics of Financial Markets: Mandelbrot’s Multifractal Cascades, and Beyond – Lisa Borland, Jean-Philippe Bouchaud, Jean-François Muzy, Gilles Zumbach
The Distribution of Stock Price Changes – Ed Thorp
Classical Economics: An Emperor With No Clothes – Richard Olsen
The Rough Guide
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