Simulating copulas: stochastic models, sampling algorithms and applications
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
London
Imperial College Press
2012
|
| Schriftenreihe: | Series in quantitative finance
v. 4 |
| Schlagworte: | |
| Beschreibung: | xiv, 295 p. |
| ISBN: | 1848168748 9781848168749 9781848168756 |
Internformat
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| 100 | 1 | |a Jan-Frederik, Mai |e Verfasser |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 |c 2012 | |
| 300 | |a xiv, 295 p. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 490 | 0 | |a Series in quantitative finance |v v. 4 | |
| 505 | 8 | |a Includes bibliographical references and index | |
| 650 | 4 | |a Copulas (Mathematical statistics) | |
| 650 | 4 | |a Multivariate analysis | |
| 650 | 4 | |a Distribution (Probability theory) | |
| 650 | 0 | 7 | |a Kopula |g Mathematik |0 (DE-588)4529954-7 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Stochastisches Modell |0 (DE-588)4057633-4 |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 |
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| 700 | 1 | |a Scherer, Matthias |e Sonstige |4 oth | |
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| 999 | |a oai:aleph.bib-bvb.de:BVB01-030243347 | ||
| 883 | 1 | |8 1\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
Datensatz im Suchindex
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| author | Jan-Frederik, Mai |
| author_facet | Jan-Frederik, Mai |
| author_role | aut |
| author_sort | Jan-Frederik, Mai |
| author_variant | m j f mjf |
| building | Verbundindex |
| bvnumber | BV044848486 |
| collection | ZDB-38-ESG |
| contents | Includes bibliographical references and index |
| ctrlnum | (ZDB-38-ESG)ebr10583614 (OCoLC)808340697 (DE-599)BVBBV044848486 |
| format | Electronic eBook |
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| id | DE-604.BV044848486 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T08:02:46Z |
| institution | BVB |
| isbn | 1848168748 9781848168749 9781848168756 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-030243347 |
| oclc_num | 808340697 |
| open_access_boolean | |
| physical | xiv, 295 p. |
| psigel | ZDB-38-ESG |
| publishDate | 2012 |
| publishDateSearch | 2012 |
| publishDateSort | 2012 |
| publisher | Imperial College Press |
| record_format | marc |
| series2 | Series in quantitative finance |
| spelling | Jan-Frederik, Mai Verfasser aut Simulating copulas stochastic models, sampling algorithms and applications Jan-Frederik Mai, Matthias Scherer London Imperial College Press 2012 xiv, 295 p. txt rdacontent c rdamedia cr rdacarrier Series in quantitative finance v. 4 Includes bibliographical references and index Copulas (Mathematical statistics) Multivariate analysis Distribution (Probability theory) Kopula Mathematik (DE-588)4529954-7 gnd rswk-swf Stochastisches Modell (DE-588)4057633-4 gnd rswk-swf Kopula Mathematik (DE-588)4529954-7 s Stochastisches Modell (DE-588)4057633-4 s 1\p DE-604 Scherer, Matthias Sonstige oth 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Jan-Frederik, Mai Simulating copulas stochastic models, sampling algorithms and applications Includes bibliographical references and index Copulas (Mathematical statistics) Multivariate analysis Distribution (Probability theory) Kopula Mathematik (DE-588)4529954-7 gnd Stochastisches Modell (DE-588)4057633-4 gnd |
| subject_GND | (DE-588)4529954-7 (DE-588)4057633-4 |
| 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 | Copulas (Mathematical statistics) Multivariate analysis Distribution (Probability theory) Kopula Mathematik (DE-588)4529954-7 gnd Stochastisches Modell (DE-588)4057633-4 gnd |
| topic_facet | Copulas (Mathematical statistics) Multivariate analysis Distribution (Probability theory) Kopula Mathematik Stochastisches Modell |
| work_keys_str_mv | AT janfrederikmai simulatingcopulasstochasticmodelssamplingalgorithmsandapplications AT scherermatthias simulatingcopulasstochasticmodelssamplingalgorithmsandapplications |