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题名/责任者:

Simulating copulas : stochastic models, sampling algorithms, and applications / Jan-Frederik Mai (XAIA Investment AG, Germany), Matthias Scherer (Technische Universit?t M nchen, Germany) ; with contributions by Claudia Czado [and three others].

版本说明:

2nd edition.

出版发行项:

New Jersey : World Scientific, c2017

ISBN:

9789813149243 (hbk) :

载体形态项:

xvii, 338 pages : illustrations ; 24 cm.

丛编说明:

Series in quantitative finance, 1756-1604 ; vol. 6

个人责任者:

Mai, Jan-Frederik, author.

附加个人名称:

Scherer, Matthias, 1979- author.

附加个人名称:

Czado, Claudia, author.

论题主题:

Copulas (Mathematical statistics)

论题主题:

Stochastic models.

中图法分类号:

O212

书目附注:

Includes bibliographical references (pages 323-334) and index.

豆瓣简介：