Simulating copulas : stochastic models, sampling algorithms, and applications

Responsibility
Jan-Frederik Mai, Matthias Scherer.
Language
English.
Imprint
London : Imperial College Press ; Hackensack, NJ : World Scientific, c2012.
Physical description
xiv, 295 p. : ill ; 24 cm.
Series
Series in quantitative finance ; v. 4.

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Librarian view | Catkey: 9696383