Simulating copulas [electronic resource] : stochastic models, sampling algorithms and applications / Jan-Frederik Mai, Matthias Scherer.
2012
QA273.6 .J36 2012eb
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Title
Simulating copulas [electronic resource] : stochastic models, sampling algorithms and applications / Jan-Frederik Mai, Matthias Scherer.
Author
ISBN
1848168748
9781848168749
9781848168756 electronic book
9781848168749
9781848168756 electronic book
Publication Details
London : Imperial College Press, 2012.
Language
English
Description
xiv, 295 p. : ill.
Call Number
QA273.6 .J36 2012eb
Bibliography, etc. Note
Includes bibliographical references and index.
Access Note
Access limited to authorized users.
Added Author
Series
Series in quantitative finance ; v. 4.
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