From Statistics to Mathematical Finance
Festschrift in Honour of Winfried Stute
Nonfiction, Science & Nature, Mathematics, Applied, Statistics
| Author: | ISBN: | 9783319509860 | |
| Publisher: | Springer International Publishing | Publication: | October 28, 2017 |
| Imprint: | Springer | Language: | English |
| Author: | |
| ISBN: | 9783319509860 |
| Publisher: | Springer International Publishing |
| Publication: | October 28, 2017 |
| Imprint: | Springer |
| Language: | English |
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.
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.
