Simulating copulas : stochastic models, sampling algorithms, and applications

Responsibility
Jan-Frederik Mai, Matthias Scherer.
Edition
2nd edition.
Publication
New Jersey ; London ; Singapore ; Beijing ; Shanghai ; Hong Kong ; Taipei ; Chennai ; Tokyo : World Scientific, [2017]
Copyright notice
©2017
Physical description
xvii, 338 pages : illustrations ; 24 cm.
Series
Series in quantitative finance v. 6.

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Librarian view | Catkey: 12133307