From statistics to mathematical finance: Festschrift in honour of winfried stute

Research output: Book/Conference proceeding/Anthology/Report › Monograph › Contributed › peer-review

Contributors

  • Dietmar Ferger - , Chair of Mathematical Statistics (Author)
  • Wenceslao González Manteiga - , University of Santiago de Compostela (Author)
  • Thorsten Schmidt - , University of Freiburg (Author)
  • Jane Ling Wang - , University of California at Davis (Author)

Abstract

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.

Details

Original languageEnglish
PublisherSpringer International Publishing
Number of pages440
ISBN (electronic)9783319509860
ISBN (print)9783319509853
Publication statusPublished - 1 Jan 2017
Peer-reviewedYes

Keywords

ASJC Scopus subject areas

Keywords

  • Estimation, Filtering, Insurance mathematics, Mathematical finance, Nonparametric statistical methods, Regression, Risk bounds, Shot-noise processes, Statistical methods, Statistical modeling, Stochastic processes, Survival analysis, Volatility models