Simulating copulas stochastic models, sampling algorithms and applications /

Main Author: Jan-Frederik, Mai.
Corporate Author: ebrary, Inc.
Other Authors: Scherer, Matthias.
Format: Book
Language:English
Published: London : Imperial College Press, 2012.
Series:Series in quantitative finance, v. 4
Subjects:
Online Access:http://site.ebrary.com/lib/ucy/Doc?id=10583614
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245 1 0 |a Simulating copulas  |b stochastic models, sampling algorithms and applications /  |c Jan-Frederik Mai, Matthias Scherer. 
260 |a London :  |b Imperial College Press,  |c 2012. 
300 |a xiv, 295 p. :  |b ill. 
490 1 |a Series in quantitative finance,  |v v. 4  |x 1756-1604 ; 
504 |a Includes bibliographical references and index. 
650 0 |a Copulas (Mathematical statistics) 
650 0 |a Multivariate analysis. 
700 1 |a Scherer, Matthias. 
710 2 |a ebrary, Inc. 
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