• Anglický jazyk

From Statistics to Mathematical Finance

Autor: Dietmar Ferger

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... Viac o knihe

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O knihe

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.

  • Vydavateľstvo: Springer International Publishing
  • Rok vydania: 2018
  • Formát: Paperback
  • Rozmer: 235 x 155 mm
  • Jazyk: Anglický jazyk
  • ISBN: 9783319845388

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