From Statistics to Mathematical Finance
Festschrift in Honour of Winfried Stute| By: | Author |
| Publisher: | Springer Nature |
| Print ISBN: | 9783319509853 |
| eText ISBN: | 9783319509860 |
| Edition: | 0 |
| Copyright: | 2017 |
| Format: | Page Fidelity |
Lifetime - $166.80
eBook Features
Instant Access
Purchase and read your book immediately
Read Offline
Access your eTextbook anytime and anywhere
Study Tools
Built-in study tools like highlights and more
Read Aloud
Listen and follow along as Bookshelf reads to you
Details
Table of Contents
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.