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From Statistics to Mathematical Finance

From Statistics to Mathematical Finance

Festschrift in Honour of Winfried Stute

by Thorsten SchmidtWenceslao González Manteiga Dietmar Ferger and others

Hardback Publication Date: 30/07/2017

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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.

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