Simulating copulas [electronic resource] : stochastic models, sampling algorithms, and applications / Jan-Frederik Mai, Matthias Scherer ; with contributions by Claudia Czado...[et al.].
By: Mai, Jan-Frederik.
Contributor(s): Scherer, Matthias | Czado, Claudia.
Series: Series in quantitative finance: v. 6.Publisher: Singapore : World Scientific Publishing Co. Pte Ltd., c2017Edition: 2nd ed.Description: 1 online resource (357 p.) : ill.ISBN: 9789813149250; 9813149256.Subject(s): Copulas (Mathematical statistics) | Stochastic modelsGenre/Form: Electronic books.DDC classification: 519.5/35 Online resources: An electronic book accessible through the World Wide Web; click to view| Item type | Current location | Call number | Status | Notes | Date due | Barcode |
|---|---|---|---|---|---|---|
| Main Collection | Taylor's Library - Perpetual(TU) | 519.5/35 (Browse shelf) | e-book | TBSxx,34001,03,AD,PPT | TBSxx,34004,03,AD,PPT | TBSxx,18002,03,AD,PPT | TBSxx,34005,03,AD,PPT | TBSxx,34006,03,AD,PPT | TBSxx,34002,03,AD,PPT | TBSxx,34003,03,AD,PPT | TBSxx,34007,03,AD,PPT | TBSxx,24003,03,AD,PPT | TBSxx,24004,03,AD,PPT |
Title from PDF title page (viewed September 2, 2017).
Includes bibliographical references and index.
Electronic reproduction. Singapore : World Scientific, [2017]
Mode of access: World Wide Web.