Simulating copulas [electronic resource] : stochastic models, sampling algorithms and applications / Jan-Frederik Mai, Matthias Scherer.

By: Jan-Frederik, MaiContributor(s): Scherer, Matthias | ProQuest (Firm)Material type: TextTextSeries: Series in quantitative finance ; v. 4.Publication details: London : Imperial College Press, 2012Description: xiv, 295 p. : illISBN: 9781848168756 (electronic bk.)Subject(s): Copulas (Mathematical statistics) | Multivariate analysis | Distribution (Probability theory)Genre/Form: Electronic books.LOC classification: QA273.6 | .J36 2012Online resources: Click to View
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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.

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