Simulating copulas: stochastic models, sampling algorithms, and applications
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
London
Imperial College Press [u.a.]
2012
|
| Series: | Series in quantitative finance
4 |
| Subjects: | |
| Physical Description: | XIV, 295 S. Ill., graph. Darst. |
| ISBN: | 9781848168749 1848168748 |
Staff View
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Record in the Search Index
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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 |
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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 |