Simulating copulas stochastic models, sampling algorithms, and applications / Jan-Frederik Mai, Matthias Scherer.

Author/creator Mai, Jan-Frederik
Other author Scherer, Matthias.
Format Electronic
Publication InfoLondon : Imperial College Press ; Hackensack, NJ : World Scientific, [2012]
Descriptionxiv, 295 pages : illustrations ; 24 cm.
Supplemental ContentFull text available from Ebook Central - Academic Complete
Subjects

SeriesSeries in quantitative finance ; v. 4
Series in quantitative finance ; v. 4. ^A1255813
Summary This tome provides the reader with a background on simulating copulas and multivariate distribution in general. It unifies the scattered literature on the simulation of various families of copulas as well as on different construction principles.
Bibliography noteIncludes bibliographical references (pages 283-292) and index.
Access restrictionAvailable only to authorized users.
Technical detailsMode of access: World Wide Web
Genre/formElectronic books.
LCCN 2013426175
ISBN9781848168749 (hbk.)
ISBN1848168748 (hbk.)

Availability

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Electronic Resources Access Content Online ✔ Available