Simulating copulas: stochastic models, sampling algorithms and applications
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
London
Imperial College Press
2012
|
| Series: | Series in quantitative finance
v. 4 |
| Subjects: | |
| Physical Description: | xiv, 295 p. |
| ISBN: | 1848168748 9781848168749 9781848168756 |
Staff View
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| 300 | |a xiv, 295 p. | ||
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| author | Jan-Frederik, Mai |
| author_facet | Jan-Frederik, Mai |
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| contents | Includes bibliographical references and index |
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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 |