Simulating copulas : stochastics models, sampling algorithms, and applications
Jan-Frederik Mai (XAIA Investment AG, Germany), Matthias Scherer (Technische Universität München, Germany) ; with contributions by Claudia Czado, Elke Korn, Ralf Korn, Jakob Stöber
| Year of publication: |
[2017] ; 2nd edition
|
|---|---|
| Authors: | Mai, Jan-Frederik ; Scherer, Matthias |
| Publisher: |
New Jersey : World Scientific |
| Subject: | Multivariate Verteilung | Multivariate distribution | Simulation | Statistische Methode | Statistical method | Kopula <Mathematik> | Stochastisches Modell |
| Description of contents: | Table of Contents [gbv.de] ; Description [zbmath.org] |
| Extent: | xvii, 338 Seiten Diagramme |
|---|---|
| Series: | Series in quantitative finance. - London : Imperial College Press, ZDB-ID 2527241-X. - Vol. vol. 6 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverzeichnis: Seite 323-334 |
| ISBN: | 978-981-314-924-3 ; 978-981-314-999-1 ; 978-981-314-926-7 |
| Classification: | Wahrscheinlichkeitsrechnung |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011955373