From Statistics to Mathematical Finance : Festschrift in Honour of Winfried Stute
Softcover reprint of the original 1st ed. 2017
Book Details
Format
Paperback / Softback
ISBN-10
3319845381
ISBN-13
9783319845388
Edition
Softcover reprint of the original 1st ed. 2017
Publisher
Springer International Publishing AG
Imprint
Springer International Publishing AG
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Aug 23rd, 2018
Print length
440 Pages
Ksh 19,800.00
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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.
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.
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