Электронная книга: Ansgar Steland «Financial Statistics and Mathematical Finance. Methods, Models and Applications»
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Mathematical finance has grown into a huge area of research which requires a lot of care and a large number of sophisticated mathematical tools. Mathematically rigorous and yet accessible to advanced level practitioners and mathematicians alike, it considers various aspects of the application of statistical methods in finance and illustrates some of the many ways that statistical tools are used in financial applications. Financial Statistics and Mathematical Finance: Provides an introduction to the basics of financial statistics and mathematical finance. Explains the use and importance of statistical methods in econometrics and financial engineering. Illustrates the importance of derivatives and calculus to aid understanding in methods and results. Looks at advanced topics such as martingale theory, stochastic processes and stochastic integration. Features examples throughout to illustrate applications in mathematical and statistical finance. Is supported by an accompanying website featuring R code and data sets. Financial Statistics and Mathematical Finance introduces the financial methodology and the relevant mathematical tools in a style that is both mathematically rigorous and yet accessible to advanced level practitioners and mathematicians alike, both graduate students and researchers in statistics, finance, econometrics and business administration will benefit from this book. Издательство: "John Wiley&Sons Limited"
ISBN: 9781118316580 электронная книга Купить за 7726.69 руб и скачать на Litres |
Ansgar Steland
Ansgar Steland (* 6. September 1967 in Göttingen) ist ein deutscher Hochschullehrer. Er ist Inhaber des Lehrstuhls für Stochastik am Institut für Statistik und Wirtschaftsmathematik der RWTH Aachen.
In den Jahren 1987 bis 1993 studierte er Mathematik, Betriebswirtschaftslehre und Informatik an den Universitäten Göttingen und Bonn. Steland promovierte 1996 mit dem Thema „Bootstrapping linearer Rangstatistiken mit Anwendungen in semiparametrischen Modellen“ zum Dr. rer. nat. in Mathematik. Er arbeitete anschließend sechs Monate als Unternehmensberater im Finanzsektor. Danach kehrte er jedoch wieder an die Hochschule zurück. 2004 folgte die Habilitation im Fach Mathematik („Kernel-Based Methods in Nonparametric Sequential Analysis“) an der Ruhr-Universität Bochum.
Ansgar Steland ist seit Februar 2006 W3-Professor an der RWTH Aachen.
Publikationen
- Steland: Mathematische Grundlagen der empirischen Forschung. Springer-Verlag, Berlin, Heidelberg 2004.
- Steland; Cramer; Kamps: Grundlagen der Wahrscheinlichkeitsrechnung und Statistik. Springer-Verlag, Berlin 2007.
Weblinks
| Personendaten | |
|---|---|
| NAME | Steland, Ansgar |
| KURZBESCHREIBUNG | deutscher Hochschullehrer |
| GEBURTSDATUM | 6. September 1967 |
| GEBURTSORT | Göttingen |
Источник: Ansgar Steland
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