From Statistics to Mathematical Finance Festschrift in Honour of Winfried Stute

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Synopsis

This book, dedicated to Winfried Stute on the occasion of his 70th birthday, presents a unique collection of contributions by leading experts in statistics, stochastic processes, mathematical finance and insurance. The individual chapters cover a wide variety of topics ranging from nonparametric estimation, regression modelling and asymptotic bounds for estimators, to shot-noise processes in finance, option pricing and volatility modelling. The book also features review articles, e.g. on survival analysis.

Book details

Author:
Dietmar Ferger, Wenceslao González Manteiga, Thorsten Schmidt, Jane-Ling Wang
ISBN:
9783319509860
Related ISBNs:
9783319509853
Publisher:
Springer International Publishing
Pages:
N/A
Reading age:
Not specified
Includes images:
Yes
Date of addition:
2018-10-03
Usage restrictions:
Copyright
Copyright date:
2017
Copyright by:
Springer International Publishing, Cham 
Adult content:
No
Language:
English
Categories:
Business and Finance, Mathematics and Statistics, Medicine, Nonfiction