Simulating copulas stochastic models, sampling algorithms and applications /
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| Main Author: | |
|---|---|
| Corporate Author: | |
| Other Authors: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
London :
Imperial College Press,
2012.
|
| Series: | Series in quantitative finance ;
v. 4. |
| Subjects: | |
| Online Access: | An electronic book accessible through the World Wide Web; click to view |
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MARC
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| 020 | |z 9781848168749 | ||
| 020 | |z 9781848168756 (e-book) | ||
| 035 | |a (CaPaEBR)ebr10583614 | ||
| 035 | |a (OCoLC)808340697 | ||
| 040 | |a CaPaEBR |c CaPaEBR | ||
| 050 | 1 | 4 | |a QA273.6 |b .J36 2012eb |
| 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. |b Palo Alto, Calif. : |c ebrary, |d 2013. |n Available via World Wide Web. |n Access may be limited to ebrary affiliated libraries. | ||
| 650 | 0 | |a Copulas (Mathematical statistics) | |
| 650 | 0 | |a Multivariate analysis. | |
| 650 | 0 | |a Distribution (Probability theory) | |
| 655 | 7 | |a Electronic books. |2 local | |
| 700 | 1 | |a Scherer, Matthias. | |
| 710 | 2 | |a ebrary, Inc. | |
| 830 | 0 | |a Series in quantitative finance ; |v v. 4. | |
| 856 | 4 | 0 | |u http://site.ebrary.com/lib/daystar/Doc?id=10583614 |z An electronic book accessible through the World Wide Web; click to view |
| 908 | |a 170314 | ||
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| 999 | |c 141889 |d 141889 | ||