Cover of Dietmar Ferger (EDT), Wenceslao Gonzalez Manteiga (EDT), Thorsten Schmidt (EDT), Jane-Ling Wang (EDT): From Statistics to Mathematical Finance

Dietmar Ferger (EDT), Wenceslao Gonzalez Manteiga (EDT), Thorsten Schmidt (EDT), Jane-Ling Wang (EDT) From Statistics to Mathematical Finance

Festschrift in Honour of Winfried Stute

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Springer International Publishing

2017

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978-3-319-50986-0

3-319-50986-1

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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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