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)