TY  - BOOK
AU  - Mai,Jan-Frederik
AU  - Scherer,Matthias
TI  - Simulating copulas: Stochastic models, sampling algorithms, and applications(series in quantitative finance - Vol. 4)
SN  - 1848168748
PY  - 2012///
PB  - World Scientific Publishing Co. Pte. Ltd.
KW  - Mathematics
KW  - Probability & Statistics
N1  - Chapter, Lesson, Part; Chapter 1: Introduction; Chapter, Lesson, Part; Chapter 2: Archimedean copulas; Chapter, Lesson, Part; Chapter 3: Marshall-Olkin copulas; Chapter, Lesson, Part; Chapter 4: Elliptical copulas; Chapter, Lesson, Part; Chapter 5: Pair copula constructions; Chapter, Lesson, Part; Chapter 6: Sampling univariate random variables; Chapter, Lesson, Part; Chapter 7: The monte carlo method; Cover, Title,Simulating copulas: Stochastic models, sampling algorithms, and applications(series in quantitative finance - Vol. 4)--Preface, Introduction, TOC,Preface--Preface, Introduction, TOC,Contents--References, Appendix, Index,Appendix A: Supplemental material--References, Appendix, Index,Bibliography--References, Appendix, Index,Index
UR  - http://portal.igpublish.com/iglibrary/search/WSPCB0002612.html
ER  -