From Statistics to Mathematical Finance

Festschrift in Honour of Winfried Stute

Editors: Ferger, D., González Manteiga, W., Schmidt, T., Wang, J.-L. (Eds.)

  • Features new findings by prominent experts in statistics, stochastic processes and mathematical finance
  • Also includes review articles on various topics, such as survival analysis
  • Will appeal to researchers and PhD students who are interested in the latest developments in the area
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Buy this book

eBook $109.00
price for USA (gross)
  • ISBN 978-3-319-50986-0
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $139.00
price for USA
  • ISBN 978-3-319-50985-3
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
About this book

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.

About the authors

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.

Table of contents (14 chapters)

  • A Review and Some New Proposals for Bandwidth Selection in Nonparametric Density Estimation for Dependent Data

    Inés Barbeito, Ricardo Cao

    Pages

  • The Kaplan-Meier Integral in the Presence of Covariates: A Review

    Thomas A. Gerds, et al.

    Pages

  • A Review on Dimension-Reduction Based Tests For Regressions

    Xu Guo, Lixing Zhu

    Pages

  • Semi-parametric Random Censorship Models

    Dikta, Gerhard

    Pages 43-56

  • Nonparametric Estimation of an Event-Free Survival Distribution Under Cross-Sectional Sampling

    Uña-Álvarez, Jacobo

    Pages 57-67

Buy this book

eBook $109.00
price for USA (gross)
  • ISBN 978-3-319-50986-0
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $139.00
price for USA
  • ISBN 978-3-319-50985-3
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
From Statistics to Mathematical Finance
Book Subtitle
Festschrift in Honour of Winfried Stute
Editors
  • Dietmar Ferger
  • Wenceslao González Manteiga
  • Thorsten Schmidt
  • Jane-Ling Wang
Copyright
2017
Publisher
Springer International Publishing
Copyright Holder
Springer International Publishing AG
eBook ISBN
978-3-319-50986-0
DOI
10.1007/978-3-319-50986-0
Hardcover ISBN
978-3-319-50985-3
Edition Number
1
Number of Pages
XIII, 440
Number of Illustrations and Tables
23 b/w illustrations, 20 illustrations in colour
Topics