Simulating copulas : stochastic models, sampling algorithms and applications / / Jan-Frederik Mai, Matthias Scherer.
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| Superior document: | Series in quantitative finance, v. 4 |
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| TeilnehmendeR: | |
| Year of Publication: | 2012 |
| Language: | English |
| Series: | Series in quantitative finance ;
v. 4. |
| Online Access: | |
| Physical Description: | xiv, 295 p. :; ill. |
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| Bibliography: | Includes bibliographical references and index. |
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| ISBN: | 1848168748 9781848168749 9781848168756 (electronic bk.) |
| ISSN: | 1756-1604 ; |
| Hierarchical level: | Monograph |
| Statement of Responsibility: | Jan-Frederik Mai, Matthias Scherer. |