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Simulating copulas [electronic resource] : stochastic models, sampling algorithms, and applications / by Jan-Frederik Mai & Matthias Scherer.

By: Contributor(s): Material type: Computer fileComputer fileSeries: Series in quantitative finance ; v. 4Publication details: London : Imperial College Press, c2012.ISBN:
  • 9781848168756
Subject(s): Genre/Form: Additional physical formats: No titleDDC classification:
  • 519.535 23
LOC classification:
  • QA273.6 .M3 2012
Online resources: Available additional physical forms:
  • Also available in printed form.
Holdings
Item type Home library Call number Status Date due Barcode Item holds
Electronic Resource Electronic Resource UH Online Library Ebooks Not for loan
Total holds: 0

Enhanced descriptions from Syndetics:

Includes bibliographical references and index.

Also available in printed form.

Electronic reproduction. Dawson Books. Mode of access: World Wide Web.