Simulating copulas: stochastic models, sampling algorithms, and applications/ Jan-Frederik Mai, Matthias Scherer ; with contributions by Claudia Czado, Elke Korn, Ralf Korn, Jakob Stöber.

By:

Mai, Jan-Frederik [author.]

Contributor(s):

Scherer, Matthias, 1979-

Series: Series in quantitative finance ; v. 6.Publisher: New Jersey; London; Singapore; Beijing; Shanghai; Hong Kong; Taipei; Chennai; Tokyo: World Scientific, [2017]Edition: 2nd editionDescription: xvii, 338 pages: illustrations; 24 cmISBN:

9813149248
9789813149243
981314999X
9789813149991

Subject(s):

DDC classification:

519.535 M217s

Online resources:

e-book

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Holdings
Item type	Current library	Collection	Call number	Copy number	Status	Date due	Barcode
Books	Castorina Estantes Abertas (Open Shelves)	Livros (Books)	519.535 M217s 2017 IMPA (Browse shelf(Opens below))	1	Available		39063000693773

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

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