From Statistics to Mathematical Finance
Features new findings by prominent experts in statistics, stochastic processes and mathematical financeAlso includes review articles on various topics, such as survival analysisWill appeal to researchers and PhD students who are interested in the latest developments in the area
| ISBN: | 9783319509853 |
|---|---|
| Sprache: | Englisch |
| Seitenzahl: | 440 |
| Produktart: | Gebunden |
| Herausgeber: | Ferger, Dietmar González Manteiga, Wenceslao Schmidt, Thorsten Wang, Jane-Ling |
| Verlag: | Springer International Publishing |
| Veröffentlicht: | 08.11.2017 |
| Untertitel: | Festschrift in Honour of Winfried Stute |
| Schlagworte: | estimation filtering insurance mathematics mathematical finance regression shot-noise processes statistical methods statistical modeling stochastic processes survival analysis |
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.