From Statistics To Mathematical Finance: Festschrift In Honour Of Winfried Stute
by Thorsten Schmidt /
2017 / English / PDF
15.5 MB Download
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.
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.
