From Statistics to Mathematical Finance Festschrift in Honour of Winfried Stute
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 est...
| Other Authors: | , , , |
|---|---|
| Format: | eBook |
| Language: | English |
| Published: |
Cham
Springer International Publishing
2017, 2017
|
| Edition: | 1st ed. 2017 |
| Subjects: | |
| Online Access: | |
| Collection: | Springer eBooks 2005- - Collection details see MPG.ReNa |
| Summary: | 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 |
|---|---|
| Physical Description: | XIII, 440 p. 43 illus., 20 illus. in color online resource |
| ISBN: | 9783319509860 |