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 Info | London : Imperial College Press ; Hackensack, NJ : World Scientific, [2012] |
| Description | xiv, 295 pages : illustrations ; 24 cm. |
| Supplemental Content | Full text available from Ebook Central - Academic Complete |
| Subjects |
| Series | Series 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 note | Includes bibliographical references (pages 283-292) and index. |
| Access restriction | Available only to authorized users. |
| Technical details | Mode of access: World Wide Web |
| Genre/form | Electronic books. |
| LCCN | 2013426175 |
| ISBN | 9781848168749 (hbk.) |
| ISBN | 1848168748 (hbk.) |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Electronic Resources | Access Content Online | ✔ Available |