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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...

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Corporate Author: SpringerLink (Online service)
Other Authors: Ferger, Dietmar. (Editor, http://id.loc.gov/vocabulary/relators/edt), González Manteiga, Wenceslao. (Editor, http://id.loc.gov/vocabulary/relators/edt), Schmidt, Thorsten. (Editor, http://id.loc.gov/vocabulary/relators/edt), Wang, Jane-Ling. (Editor, http://id.loc.gov/vocabulary/relators/edt)
Language:English
Published: Cham : Springer International Publishing : Imprint: Springer, 2017.
Edition:1st ed. 2017.
Subjects:
Statistics .
Probabilities.
Economics, Mathematical .
Statistical Theory and Methods.
Probability Theory and Stochastic Processes.
Quantitative Finance.
Statistics for Life Sciences, Medicine, Health Sciences.
Statistics for Business, Management, Economics, Finance, Insurance.
Online Access:https://doi.org/10.1007/978-3-319-50986-0
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

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