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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050 | 4 | |a QA273.6 |b .J36 2012 | |
100 | 1 | |a Jan-Frederik, Mai. | |
245 | 1 | 0 | |a Simulating copulas |h [electronic resource] : |b stochastic models, sampling algorithms and applications / |c Jan-Frederik Mai, Matthias Scherer. |
260 | |a London : |b Imperial College Press, |c 2012. | ||
300 | |a xiv, 295 p. : |b ill. | ||
490 | 1 | |a Series in quantitative finance, |x 1756-1604 ; |v v. 4 | |
504 | |a Includes bibliographical references and index. | ||
533 | |a Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries. | ||
650 | 0 | |a Copulas (Mathematical statistics) | |
650 | 0 | |a Multivariate analysis. | |
650 | 0 | |a Distribution (Probability theory) | |
655 | 4 | |a Electronic books. | |
700 | 1 | |a Scherer, Matthias. | |
710 | 2 | |a ProQuest (Firm) | |
830 | 0 | |a Series in quantitative finance ; |v v. 4. | |
856 | 4 | 0 | |u https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=3050920 |z Click to View |