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From Statistics to Mathematical Finance: Festschrift in Honour of Winfried Stute

by Dietmar Ferger
Save 35% Save 35%
Current price ₹8,814.00
Original price ₹13,559.00
Original price ₹13,559.00
Original price ₹13,559.00
(-35%)
₹8,814.00
Current price ₹8,814.00

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Book cover type: Hardcover
  • ISBN13: 9783319509853
  • Binding: Hardcover
  • Subject: N/A
  • Publisher: Springer
  • Publisher Imprint: Springer
  • Publication Date:
  • Pages: 440
  • Original Price: EUR 119.99
  • Language: English
  • Edition: 2017
  • Item Weight: 812 grams
  • BISAC Subject(s): Probability & Statistics / General, Applied, and Biostatistics

From the Back Cover

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.

Dietmar Ferger is a Professor at the Institute of Mathematical Stochastics, TU Dresden, Germany.

Wenceslao González Manteiga is a Professor at the Department of Statistics and Operations Research, University of Santiago de Compostela, Spain.

Thorsten Schmidt is a Professor at the Department of Mathematical Stochastics, University of Freiburg, Germany.

Jane-Ling Wang is Distinguished Professor at the Department of Statistics, University of California, Davis, USA.

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