Simulating copulas stochastic models, sampling algorithms and applications /

Jan-Frederik, Mai.

Simulating copulas stochastic models, sampling algorithms and applications / [electronic resource] : Jan-Frederik Mai, Matthias Scherer. - London : Imperial College Press, 2012. - xiv, 295 p. : ill. - Series in quantitative finance, v. 4 1756-1604 ; . - Series in quantitative finance ; 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.

9781848168756 (electronic bk.)


Copulas (Mathematical statistics)
Multivariate analysis.
Distribution (Probability theory)


Electronic books.

QA273.6 / .J36 2012