From Statistics to Mathematical Finance
| Autor: | Dietmar Ferger, Wenceslao González Manteiga, Thorsten Schmidt, Jane-Ling Wang |
|---|---|
| EAN: | 9783319509860 |
| eBook Format: | |
| Sprache: | Englisch |
| Produktart: | eBook |
| Veröffentlichungsdatum: | 28.10.2017 |
| Untertitel: | Festschrift in Honour of Winfried Stute |
| Kategorie: | |
| Schlagworte: | estimation filtering insurance mathematics mathematical finance nonparametric statistical methods regression risk bounds shot-noise processes statistical methods statistical modeling stochastic processes survival analysis volatility model |
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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.
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.
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