Broschiertes Buch

From Statistics to Mathematical Finance

Festschrift in Honour of Winfried Stute

Herausgegeben: Ferger, Dietmar; González Manteiga, Wenceslao; Schmidt, Thorsten; Wang, Jane-Ling

Beschreibung

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.

Autor

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.

Produktdetails

• Verlag: Springer / Springer International Publishing / Springer, Berlin
• Artikelnr. des Verlages: 978-3-319-84538-8
• Softcover reprint of the original 1st ed. 2017
• Seitenzahl: 456
• Erscheinungstermin: 23. August 2018
• Englisch
• Abmessung: 235mm x 155mm x 25mm
• Gewicht: 694g
• ISBN-13: 9783319845388
• ISBN-10: 3319845381
• Artikelnr.: 55129553