From Statistics to Mathematical Finance Festschrift in Honour of Winfried Stute
Description
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.
Keywords
MathematicsProbability & StatisticsMedicalBiostatisticsBusiness & EconomicsStatisticsStochastic Processes
2017Book
Author(s)Thorsten Schmidt, Dietmar Ferger, Wenceslao González Manteiga, Jane-Ling Wang
PublisherSpringer International Publishing
ISBN9783319509853
LanguageEnglish
