From Statistics to Mathematical Finance: Festschrift in Honour of Winfried Stute By Dietmar Ferger
English | PDF,EPUB | 2017 | 437 Pages | ISBN : 3319509853 | 15.50 MB
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.