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From Statistics to Mathematical Finance - Festschrift in Honour of Winfried Stute (Hardcover, 1st ed. 2017)
Loot Price: R4,371
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From Statistics to Mathematical Finance - Festschrift in Honour of Winfried Stute (Hardcover, 1st ed. 2017)
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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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