From statistics to mathematical finance: festschrift in honour of Winfried Stute

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 est...

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Detalles Bibliográficos
Autores principales: Ferger, Dietmar, Manteiga, Wenceslao, Schmidt, Thorsten, Wang, Jane-Ling
Lenguaje:eng
Publicado: Springer 2017
Materias:
Mathematical Physics and Mathematics
Acceso en línea:https://dx.doi.org/10.1007/978-3-319-50986-0
http://cds.cern.ch/record/2293716
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author Ferger, Dietmar
Manteiga, Wenceslao
Schmidt, Thorsten
Wang, Jane-Ling
author_facet Ferger, Dietmar
Manteiga, Wenceslao
Schmidt, Thorsten
Wang, Jane-Ling
author_sort Ferger, Dietmar
collection CERN
description 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.
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institution Organización Europea para la Investigación Nuclear
language eng
publishDate 2017
publisher Springer
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spelling cern-22937162021-04-21T19:01:30Zdoi:10.1007/978-3-319-50986-0http://cds.cern.ch/record/2293716engFerger, DietmarManteiga, WenceslaoSchmidt, ThorstenWang, Jane-LingFrom statistics to mathematical finance: festschrift in honour of Winfried StuteMathematical Physics and MathematicsThis 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.Springeroai:cds.cern.ch:22937162017
spellingShingle Mathematical Physics and Mathematics
Ferger, Dietmar
Manteiga, Wenceslao
Schmidt, Thorsten
Wang, Jane-Ling
From statistics to mathematical finance: festschrift in honour of Winfried Stute
title From statistics to mathematical finance: festschrift in honour of Winfried Stute
title_full From statistics to mathematical finance: festschrift in honour of Winfried Stute
title_fullStr From statistics to mathematical finance: festschrift in honour of Winfried Stute
title_full_unstemmed From statistics to mathematical finance: festschrift in honour of Winfried Stute
title_short From statistics to mathematical finance: festschrift in honour of Winfried Stute
title_sort from statistics to mathematical finance: festschrift in honour of winfried stute
topic Mathematical Physics and Mathematics
url https://dx.doi.org/10.1007/978-3-319-50986-0
http://cds.cern.ch/record/2293716
work_keys_str_mv AT fergerdietmar fromstatisticstomathematicalfinancefestschriftinhonourofwinfriedstute
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AT schmidtthorsten fromstatisticstomathematicalfinancefestschriftinhonourofwinfriedstute
AT wangjaneling fromstatisticstomathematicalfinancefestschriftinhonourofwinfriedstute

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