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From Statistics to Mathematical Finance

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Cover of 'From Statistics to Mathematical Finance'

Table of Contents

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    Book Overview
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    Chapter 1 An Odyssey to Incomplete Data: Winfried Stute’s Contribution to Survival Analysis
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    Chapter 2 The Kaplan-Meier Integral in the Presence of Covariates: A Review
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    Chapter 3 Semi-parametric Random Censorship Models
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    Chapter 4 Nonparametric Estimation of an Event-Free Survival Distribution Under Cross-Sectional Sampling
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    Chapter 5 On the Asymptotic Efficiency of Directional Models Checks for Regression
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    Chapter 6 Goodness–of–Fit Test for Stochastic Volatility Models
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    Chapter 7 A Review on Dimension-Reduction Based Tests For Regressions
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    Chapter 8 Asymptotic Tail Bounds for the Dempfle-Stute Estimator in General Regression Models
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    Chapter 9 On Empirical Distribution Functions Under Auxiliary Information
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    Chapter 10 A Review and Some New Proposals for Bandwidth Selection in Nonparametric Density Estimation for Dependent Data
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    Chapter 11 Estimating the Error Distribution in a Single-Index Model
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    Chapter 12 Bounds and Approximations for Distributions of Weighted Kolmogorov-Smirnov Tests
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    Chapter 13 Nonparametric Stopping Rules for Detecting Small Changes in Location and Scale Families
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    Chapter 14 Change Point Detection with Multivariate Observations Based on Characteristic Functions
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    Chapter 15 Kader—An R Package for Nonparametric Kernel Adjusted Density Estimation and Regression
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    Chapter 16 Limiting Experiments and Asymptotic Bounds on the Performance of Sequence of Estimators
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    Chapter 17 Risk Bounds and Partial Dependence Information
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    Chapter 18 Shot-Noise Processes in Finance
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    Chapter 19 A Lévy-Driven Asset Price Model with Bankruptcy and Liquidity Risk
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    Chapter 20 Effects of Regime Switching on Pricing Credit Options in a Shifted CIR Model
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    Chapter 21 Hierarchical Organizations and Glass Ceiling Effects
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Title
From Statistics to Mathematical Finance
Published by
Springer International Publishing, October 2017
DOI 10.1007/978-3-319-50986-0
ISBNs
978-3-31-950985-3, 978-3-31-950986-0
Editors

Ferger, Dietmar, González Manteiga, Wenceslao, Schmidt, Thorsten, Wang, Jane-Ling

Mendeley readers

Mendeley readers

The data shown below were compiled from readership statistics for 4 Mendeley readers of this research output. Click here to see the associated Mendeley record.

Geographical breakdown

Country Count As %
Unknown 4 100%

Demographic breakdown

Readers by professional status Count As %
Student > Ph. D. Student 1 25%
Researcher 1 25%
Student > Master 1 25%
Unknown 1 25%
Readers by discipline Count As %
Computer Science 1 25%
Engineering 1 25%
Unknown 2 50%