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商品詳細
From Statistics to Mathematical Finance : Festschrift in Honour of Winfried Stute. Softcover reprint of the original 1st ed. 2017.
・ISBN 978-3-319-84538-8 paper EUR 119.99
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| 著者・編者 | Ferger, Dietmar / Gonzalez Manteiga, Wenceslao / Schmidt, Thorsten / Wang, Jane-Ling (eds.), |
|---|---|
| 出版社 | (Springer International Publishing AG, SZ) |
| 出版年月 | 2018 |
| ページ数 | 440 pp. |
| 言語 | ENG |
| ニュース番号 | ＜M25-6716＞ |
解説
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.