From Statistics to Mathematical Finance: Festschrift in Honour of Winfried Stute
Dietmar Ferger (Ed.)
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Description for From Statistics to Mathematical Finance: Festschrift in Honour of Winfried Stute
Hardback. Editor(s): Ferger, Dietmar; Gonzalez-Manteiga, Wenceslao; Schmidt, Thorsten; Wang, Jane-Ling. Num Pages: 30 black & white illustrations, biography. BIC Classification: KF; PBT. Category: (P) Professional & Vocational. Dimension: 235 x 155. .
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.
Product Details
Publisher
Springer International Publishing AG
Format
Hardback
Publication date
2017
Condition
New
Weight
28g
Number of Pages
440
Place of Publication
Cham, Switzerland
ISBN
9783319509853
SKU
V9783319509853
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About Dietmar Ferger (Ed.)
Dietmar Ferger is a Professor at the Institute of Mathematical Stochastics, TU Dresden, Germany. Wenceslao Gonzalez 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. ... Read more
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