Simulating copulas : stochastic models, sampling algorithms and applications /

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
:
ProQuest (Firm)
Jan-Frederik, Mai.
TeilnehmendeR:
Scherer, Matthias.
ProQuest (Firm)
Year of Publication:2012
Language:English
Series:Series in quantitative finance ; v. 4.
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Physical Description:xiv, 295 p. :; ill.
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record_format marc
spelling Jan-Frederik, Mai.
Simulating copulas [electronic resource] : stochastic models, sampling algorithms and applications / Jan-Frederik Mai, Matthias Scherer.
London : Imperial College Press, 2012.
xiv, 295 p. : ill.
Series in quantitative finance, 1756-1604 ; v. 4
Includes bibliographical references and index.
Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
Copulas (Mathematical statistics)
Multivariate analysis.
Distribution (Probability theory)
Electronic books.
Scherer, Matthias.
ProQuest (Firm)
Series in quantitative finance ; v. 4.
https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=3050920 Click to View
language English
format Electronic
eBook
author Jan-Frederik, Mai.
spellingShingle Jan-Frederik, Mai.
Simulating copulas stochastic models, sampling algorithms and applications /
Series in quantitative finance,
author_facet Jan-Frederik, Mai.
Scherer, Matthias.
ProQuest (Firm)
ProQuest (Firm)
author_variant m j f mjf
author2 Scherer, Matthias.
ProQuest (Firm)
author2_variant m s ms
author2_role TeilnehmendeR
TeilnehmendeR
author_corporate ProQuest (Firm)
author_sort Jan-Frederik, Mai.
title Simulating copulas stochastic models, sampling algorithms and applications /
title_sub stochastic models, sampling algorithms and applications /
title_full Simulating copulas [electronic resource] : stochastic models, sampling algorithms and applications / Jan-Frederik Mai, Matthias Scherer.
title_fullStr Simulating copulas [electronic resource] : stochastic models, sampling algorithms and applications / Jan-Frederik Mai, Matthias Scherer.
title_full_unstemmed Simulating copulas [electronic resource] : stochastic models, sampling algorithms and applications / Jan-Frederik Mai, Matthias Scherer.
title_auth Simulating copulas stochastic models, sampling algorithms and applications /
title_new Simulating copulas
title_sort simulating copulas stochastic models, sampling algorithms and applications /
series Series in quantitative finance,
series2 Series in quantitative finance,
publisher Imperial College Press,
publishDate 2012
physical xiv, 295 p. : ill.
isbn 9781848168756 (electronic bk.)
issn 1756-1604 ;
callnumber-first Q - Science
callnumber-subject QA - Mathematics
callnumber-label QA273
callnumber-sort QA 3273.6 J36 42012
genre Electronic books.
genre_facet Electronic books.
url https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=3050920
illustrated Illustrated
oclc_num 802330740
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hierarchy_parent_title Series in quantitative finance, v. 4
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