Editors:
- 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
- Includes supplementary material: sn.pub/extras
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Table of contents (21 chapters)
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Front Matter
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Survival Analysis
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Front Matter
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Asymptotic Nonparametric Statistics and Change-Point Problems
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Front Matter
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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.
Editors and Affiliations
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Institute of Mathematical Stochastics, Technische Universität Dresden, Dresden, Germany
Dietmar Ferger
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Faculty of Mathematics, University of Santiago de Compostela, Santiago de Compostela, Spain
Wenceslao González Manteiga
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Institute of Mathematics, University of Freiburg, Freiburg, Germany
Thorsten Schmidt
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Department of Statistics, University of California, Davis, USA
Jane-Ling Wang
About the editors
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.
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
DOI: https://doi.org/10.1007/978-3-319-50986-0
Publisher: Springer Cham
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer International Publishing AG 2017
Hardcover ISBN: 978-3-319-50985-3Published: 08 November 2017
Softcover ISBN: 978-3-319-84538-8Published: 23 August 2018
eBook ISBN: 978-3-319-50986-0Published: 28 October 2017
Edition Number: 1
Number of Pages: XIII, 440
Number of Illustrations: 23 b/w illustrations, 20 illustrations in colour
Topics: Statistical Theory and Methods, Probability Theory and Stochastic Processes, Quantitative Finance, Statistics for Life Sciences, Medicine, Health Sciences, Statistics for Business, Management, Economics, Finance, Insurance