From Statistics to Mathematical Finance

From Statistics to Mathematical Finance

by Dietmar FergerWenceslao González Manteiga Jane-Ling Wang and others

Epub (Kobo), Epub (Adobe) Publication Date: 02/12/2017

  $170.16

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.

ISBN:
9783319509860
9783319509860
Category:
Probability & statistics
Format:
Epub (Kobo), Epub (Adobe)
Publication Date:
02-12-2017
Language:
English
Publisher:
Springer International Publishing

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