Financial statistics and mathematical finance. Methods, models and applications

DOI10.1002/9781118316443MaRDI QIDQ5388548zbMATH OpenOpenAlexFDO

Authors Ansgar Steland

Publication date 18 April 2012

Full work available at URL https://doi.org/10.1002/9781118316443

Mathematics Subject Classification ID

Mathematics for nonmathematicians (engineering, social sciences, etc.) (00A06) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)

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Cited in

(23)

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• scientific article; zbMATH DE number 1226877 (Why is no real title available?)
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• Statistics of financial markets. Exercises and solutions
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• Panel-based stratified cluster sampling and analysis for photovoltaic outdoor measurements
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• scientific article; zbMATH DE number 2105698 (Why is no real title available?)
• From statistics to mathematical finance. Festschrift in honour of Winfried Stute
• Jianqing Fan: Methodology and Insight in Statistics, Financial Crisis, High Dimensional Challenges
• Statistics for finance
• Optimal Statistical Inference in Financial Engineering
• scientific article; zbMATH DE number 5496230 (Why is no real title available?)
• An introduction to statistical finance
• General adapted-threshold monitoring in discrete environments and rules for imbalanced classes
• An analysis of the convergence of the direct simulation Monte Carlo method

Describes a project that uses

Uses Software

• R

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