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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.
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.