Enlarge

Simulating copulas : stochastic models, sampling algorithms, and applications

Jan-Frederik Mai

Publication Data

Title Simulating copulas : stochastic models, sampling algorithms, and applications
Author Jan-Frederik Mai
Contributor Matthias Scherer
Publisher Imperial College Press
Publication date 2012
Publication location London
Language English

Topics

Copulas (Mathematical statistics)

Catalogue Data

OBNB ID GBB243132
ISBN 10 1848168748
ISBN 13 9781848168749
Type BibliographicResource, Book
Dewey Classification 519.535

ISBD

P1053 xiv, 295 p.
P1042 Includes bibliographical references and index.

Buy a copy

OBNB doesn't sell books, but you may be able to find a copy at one of these websites:

Simulating copulas : stochastic models, sampling algorithms, and applications by Jan-Frederik Mai. ISBN 9781848168749. Published by Imperial College Press in 2012. Publication and catalogue information, links to buy online and reader comments.