From Statistics to Mathematical Finance

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Festschrift in Honour of Winfried Stute

ISBN: 3319845381
ISBN 13: 9783319845388
Herausgeber: Dietmar Ferger/Wenceslao González Manteiga/Thorsten Schmidt et al
Verlag: Springer Verlag GmbH
Umfang: xiii, 440 S., 23 s/w Illustr., 20 farbige Illustr., 440 p. 43 illus., 20 illus. in color.
Erscheinungsdatum: 23.08.2018
Auflage: 1/2017
Produktform: Kartoniert
Einband: KT

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.

Artikelnummer: 6776321 Kategorie:

Beschreibung

Autorenporträt

Dietmar Ferger is a Professor at the Institute of Mathematical Stochastics, TU Dresden, Germany.Wenceslao González Manteiga is a Professor at the Department of Statistics and Operations Research, University of Santiago de Compostela, Spain.Thorsten Schmidt is a Professor at the Department of Mathematical Stochastics, University of Freiburg, Germany. Jane-Ling Wang is Distinguished Professor at the Department of Statistics, University of California, Davis, USA.

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