From Statistics to Mathematical Finance (PDF)
Festschrift in Honour of Winfried Stute
(Sprache: Englisch)
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...
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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.
Autoren-Porträt
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.
Bibliographische Angaben
- 2017, 1st ed. 2017, 440 Seiten, Englisch
- Herausgegeben: Dietmar Ferger, Wenceslao González Manteiga, Thorsten Schmidt, Jane-Ling Wang
- Verlag: Springer-Verlag GmbH
- ISBN-10: 3319509861
- ISBN-13: 9783319509860
- Erscheinungsdatum: 28.10.2017
Abhängig von Bildschirmgröße und eingestellter Schriftgröße kann die Seitenzahl auf Ihrem Lesegerät variieren.
eBook Informationen
- Dateiformat: PDF
- Größe: 7.65 MB
- Ohne Kopierschutz
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Sprache:
Englisch
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