Simulating copulas: stochastic models, sampling algorithms, and applications
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
London
Imperial College Press [u.a.]
2012
|
| Schriftenreihe: | Series in quantitative finance
4 |
| Schlagworte: | |
| Beschreibung: | XIV, 295 S. Ill., graph. Darst. |
| ISBN: | 9781848168749 1848168748 |
Internformat
MARC
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| 003 | DE-604 | ||
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| 020 | |a 9781848168749 |9 978-1-84816-874-9 | ||
| 020 | |a 1848168748 |9 1-84816-874-8 | ||
| 035 | |a (OCoLC)772903249 | ||
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| 100 | 1 | |a Mai, Jan-Frederik |d 1982- |e Verfasser |0 (DE-588)141790261 |4 aut | |
| 245 | 1 | 0 | |a Simulating copulas |b stochastic models, sampling algorithms, and applications |c Jan-Frederik Mai ; Matthias Scherer |
| 264 | 1 | |a London |b Imperial College Press [u.a.] |c 2012 | |
| 300 | |a XIV, 295 S. |b Ill., graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Series in quantitative finance |v 4 | |
| 650 | 0 | 7 | |a Stochastisches Modell |0 (DE-588)4057633-4 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Kopula |g Mathematik |0 (DE-588)4529954-7 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Kopula |g Mathematik |0 (DE-588)4529954-7 |D s |
| 689 | 0 | 1 | |a Stochastisches Modell |0 (DE-588)4057633-4 |D s |
| 689 | 0 | |5 DE-604 | |
| 700 | 1 | |a Scherer, Matthias |e Verfasser |0 (DE-588)133340937 |4 aut | |
| 830 | 0 | |a Series in quantitative finance |v 4 |w (DE-604)BV037398158 |9 4 | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-024593993 | ||
Datensatz im Suchindex
| _version_ | 1804148636074901504 |
|---|---|
| any_adam_object | |
| author | Mai, Jan-Frederik 1982- Scherer, Matthias |
| author_GND | (DE-588)141790261 (DE-588)133340937 |
| author_facet | Mai, Jan-Frederik 1982- Scherer, Matthias |
| author_role | aut aut |
| author_sort | Mai, Jan-Frederik 1982- |
| author_variant | j f m jfm m s ms |
| building | Verbundindex |
| bvnumber | BV039746452 |
| classification_rvk | QH 233 QP 890 SK 800 SK 830 SK 980 |
| classification_tum | MAT 603f |
| ctrlnum | (OCoLC)772903249 (DE-599)BVBBV039746452 |
| discipline | Mathematik Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV039746452 |
| illustrated | Illustrated |
| indexdate | 2024-07-10T00:10:17Z |
| institution | BVB |
| isbn | 9781848168749 1848168748 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-024593993 |
| oclc_num | 772903249 |
| open_access_boolean | |
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| physical | XIV, 295 S. Ill., graph. Darst. |
| publishDate | 2012 |
| publishDateSearch | 2012 |
| publishDateSort | 2012 |
| publisher | Imperial College Press [u.a.] |
| record_format | marc |
| series | Series in quantitative finance |
| series2 | Series in quantitative finance |
| spelling | Mai, Jan-Frederik 1982- Verfasser (DE-588)141790261 aut Simulating copulas stochastic models, sampling algorithms, and applications Jan-Frederik Mai ; Matthias Scherer London Imperial College Press [u.a.] 2012 XIV, 295 S. Ill., graph. Darst. txt rdacontent n rdamedia nc rdacarrier Series in quantitative finance 4 Stochastisches Modell (DE-588)4057633-4 gnd rswk-swf Kopula Mathematik (DE-588)4529954-7 gnd rswk-swf Kopula Mathematik (DE-588)4529954-7 s Stochastisches Modell (DE-588)4057633-4 s DE-604 Scherer, Matthias Verfasser (DE-588)133340937 aut Series in quantitative finance 4 (DE-604)BV037398158 4 |
| spellingShingle | Mai, Jan-Frederik 1982- Scherer, Matthias Simulating copulas stochastic models, sampling algorithms, and applications Series in quantitative finance Stochastisches Modell (DE-588)4057633-4 gnd Kopula Mathematik (DE-588)4529954-7 gnd |
| subject_GND | (DE-588)4057633-4 (DE-588)4529954-7 |
| title | Simulating copulas stochastic models, sampling algorithms, and applications |
| title_auth | Simulating copulas stochastic models, sampling algorithms, and applications |
| title_exact_search | Simulating copulas stochastic models, sampling algorithms, and applications |
| title_full | Simulating copulas stochastic models, sampling algorithms, and applications Jan-Frederik Mai ; Matthias Scherer |
| title_fullStr | Simulating copulas stochastic models, sampling algorithms, and applications Jan-Frederik Mai ; Matthias Scherer |
| title_full_unstemmed | Simulating copulas stochastic models, sampling algorithms, and applications Jan-Frederik Mai ; Matthias Scherer |
| title_short | Simulating copulas |
| title_sort | simulating copulas stochastic models sampling algorithms and applications |
| title_sub | stochastic models, sampling algorithms, and applications |
| topic | Stochastisches Modell (DE-588)4057633-4 gnd Kopula Mathematik (DE-588)4529954-7 gnd |
| topic_facet | Stochastisches Modell Kopula Mathematik |
| volume_link | (DE-604)BV037398158 |
| work_keys_str_mv | AT maijanfrederik simulatingcopulasstochasticmodelssamplingalgorithmsandapplications AT scherermatthias simulatingcopulasstochasticmodelssamplingalgorithmsandapplications |