Simulating copulas: stochastic models, sampling algorithms, and applications
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Weitere Verfasser: | , , , |
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
New Jersey
World Scientific
[2017]
|
| Ausgabe: | 2nd edition |
| Schriftenreihe: | Series in quantitative finance
vol. 6 |
| Schlagworte: | |
| Online-Zugang: | TUM01 UEI01 Volltext |
| Beschreibung: | 1 Online-Ressource (xvii, 338 Seiten) Illustrationen, Diagramme |
| ISBN: | 9789813149267 |
| DOI: | 10.1142/10265 |
Internformat
MARC
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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 ; with contributions by Claudia Czado, Elke Korn, Ralf Korn, Jakob Stöber |
| 250 | |a 2nd edition | ||
| 264 | 1 | |a New Jersey |b World Scientific |c [2017] | |
| 300 | |a 1 Online-Ressource (xvii, 338 Seiten) |b Illustrationen, Diagramme | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 490 | 1 | |a Series in quantitative finance |v vol. 6 | |
| 650 | 0 | 7 | |a Stochastisches Modell |0 (DE-588)4057633-4 |2 gnd |9 rswk-swf |
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| 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 | |
| 700 | 1 | |a Czado, Claudia |0 (DE-588)11392853X |4 ctb | |
| 700 | 1 | |a Korn, Elke |4 ctb | |
| 700 | 1 | |a Korn, Ralf |d 1963- |0 (DE-588)171321642 |4 ctb | |
| 700 | 1 | |a Stöber, Jakob |4 ctb | |
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Datensatz im Suchindex
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| any_adam_object | |
| author | Mai, Jan-Frederik 1982- Scherer, Matthias |
| author2 | Czado, Claudia Korn, Elke Korn, Ralf 1963- Stöber, Jakob |
| author2_role | ctb ctb ctb ctb |
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| author_facet | Mai, Jan-Frederik 1982- Scherer, Matthias Czado, Claudia Korn, Elke Korn, Ralf 1963- Stöber, Jakob |
| author_role | aut aut |
| author_sort | Mai, Jan-Frederik 1982- |
| author_variant | j f m jfm m s ms |
| building | Verbundindex |
| bvnumber | BV044470707 |
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| ctrlnum | (OCoLC)1004324471 (DE-599)BVBBV044470707 |
| discipline | Mathematik Wirtschaftswissenschaften |
| doi_str_mv | 10.1142/10265 |
| edition | 2nd edition |
| format | Electronic eBook |
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| id | DE-604.BV044470707 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:53:50Z |
| institution | BVB |
| isbn | 9789813149267 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-029871138 |
| oclc_num | 1004324471 |
| open_access_boolean | |
| owner | DE-824 DE-91 DE-BY-TUM |
| owner_facet | DE-824 DE-91 DE-BY-TUM |
| physical | 1 Online-Ressource (xvii, 338 Seiten) Illustrationen, Diagramme |
| psigel | ZDB-124-WOP ZDB-124-WOP TUM_Einzelkauf |
| publishDate | 2017 |
| publishDateSearch | 2017 |
| publishDateSort | 2017 |
| publisher | World Scientific |
| 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 ; with contributions by Claudia Czado, Elke Korn, Ralf Korn, Jakob Stöber 2nd edition New Jersey World Scientific [2017] 1 Online-Ressource (xvii, 338 Seiten) Illustrationen, Diagramme txt rdacontent c rdamedia cr rdacarrier Series in quantitative finance vol. 6 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 Czado, Claudia (DE-588)11392853X ctb Korn, Elke ctb Korn, Ralf 1963- (DE-588)171321642 ctb Stöber, Jakob ctb Erscheint auch als Druck-Ausgabe 978-981-3149-24-3 Series in quantitative finance vol. 6 (DE-604)BV044479602 6 https://doi.org/10.1142/10265 Verlag URL des Erstveröffentlichers Volltext |
| 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 ; with contributions by Claudia Czado, Elke Korn, Ralf Korn, Jakob Stöber |
| title_fullStr | Simulating copulas stochastic models, sampling algorithms, and applications Jan-Frederik Mai, Matthias Scherer ; with contributions by Claudia Czado, Elke Korn, Ralf Korn, Jakob Stöber |
| title_full_unstemmed | Simulating copulas stochastic models, sampling algorithms, and applications Jan-Frederik Mai, Matthias Scherer ; with contributions by Claudia Czado, Elke Korn, Ralf Korn, Jakob Stöber |
| 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 |
| url | https://doi.org/10.1142/10265 |
| volume_link | (DE-604)BV044479602 |
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