01759nam a2200349 a 4500001001400000003000400014008003100018020001500049020001800064020001800082039004500100041000800145099001000153100003100163245018500194260005400379300001100433505005200444505005900496505006200555505005800617505006500675505007600740505006200816505034900878650002301227650003701250700003101287856006701318942000701385999001701392vtls000080258MTX160715             001 0 eng d  a1848168748  a9781848168749  a9781848168756 9a201607151202bstaffy201605041239zadmin0 aeng  aEbook1 aMai, Jan-Frederik.9118182  aSimulating copulas:bStochastic models, sampling algorithms, and applications(series in quantitative finance - Vol. 4)/h[electronic resource] /cMatthias Jan-Frederik;Scherer Mai.  bWorld Scientific Publishing Co. Pte. Ltd.,c2012.  a310 p.0 gChapter, Lesson, ParttChapter 1: Introduction.0 gChapter, Lesson, ParttChapter 2: Archimedean copulas.0 gChapter, Lesson, ParttChapter 3: Marshall-Olkin copulas.0 gChapter, Lesson, ParttChapter 4: Elliptical copulas.0 gChapter, Lesson, ParttChapter 5: Pair copula constructions.0 gChapter, Lesson, ParttChapter 6: Sampling univariate random variables.0 gChapter, Lesson, ParttChapter 7: The monte carlo method.0 aCover, 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. 0aMathematics919720 0aProbability & Statistics91164341 aScherer, Matthias.911818340uhttp://portal.igpublish.com/iglibrary/search/WSPCB0002612.html  c10  c76807d76807