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Simulating copulas: stochastic models, sampling algorithms, and applications/

Mai, Jan-Frederik

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. - xvii, 338 pages: illustrations; 24 cm. - Series in quantitative finance, vol. 6 1756-1604; . - Series in quantitative finance; v. 6. .

Includes bibliographical references (pages 323-334) and index.

ISBN: 9813149248 9789813149243 981314999X 9789813149991

Nat. Bib. No.: GBB786936 bnb

Subjects--Topical Terms:
Copulas (Mathematical statistics)
Stochastic models.

Dewey Class. No.: 519.535 / M217s

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