| 000 | 01788nam a2200361 a 4500 | ||
|---|---|---|---|
| 001 | vtls000080258 | ||
| 003 | MTX | ||
| 008 | 160715 001 0 eng d | ||
| 020 | _a1848168748 | ||
| 020 | _a9781848168749 | ||
| 020 | _a9781848168756 | ||
| 039 | 9 |
_a201607151202 _bstaff _y201605041239 _zadmin |
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| 041 | 0 | _aeng | |
| 099 | _aEbook | ||
| 100 | 1 |
_aMai, Jan-Frederik. _9118182 |
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| 245 |
_aSimulating copulas: _bStochastic models, sampling algorithms, and applications(series in quantitative finance - Vol. 4)/ _h[electronic resource] / _cMatthias Jan-Frederik;Scherer Mai. |
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| 260 |
_bWorld Scientific Publishing Co. Pte. Ltd., _c2012. |
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| 300 | _a310 p. | ||
| 505 | 0 |
_gChapter, Lesson, Part _tChapter 1: Introduction. |
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| 505 | 0 |
_gChapter, Lesson, Part _tChapter 2: Archimedean copulas. |
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| 505 | 0 |
_gChapter, Lesson, Part _tChapter 3: Marshall-Olkin copulas. |
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| 505 | 0 |
_gChapter, Lesson, Part _tChapter 4: Elliptical copulas. |
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| 505 | 0 |
_gChapter, Lesson, Part _tChapter 5: Pair copula constructions. |
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| 505 | 0 |
_gChapter, Lesson, Part _tChapter 6: Sampling univariate random variables. |
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| 505 | 0 |
_gChapter, Lesson, Part _tChapter 7: The monte carlo method. |
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| 505 | 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. | |
| 650 | 0 |
_aMathematics _919720 |
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| 650 | 0 |
_aProbability & Statistics _9116434 |
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| 700 | 1 |
_aScherer, Matthias. _9118183 |
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| 856 | 4 | 0 | _uhttp://portal.igpublish.com/iglibrary/search/WSPCB0002612.html |
| 942 | _c10 | ||
| 999 |
_c76807 _d76807 |
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