Simulating copulas : stochastic models, sampling algorithms, and applications

(UL)

Simulating copulas : stochastic models, sampling algorithms, and applications

Mai, Jan-Frederik ; Scherer, Matthias

Type of material - book ; adult, serious

Edition - 2nd ed.

Publication and manufacture - Hackensack [etc.] : World Scientific, cop. 2017

Language - english

ISBN - 978-981-3149-24-3

COBISS.SI-ID - 18109273

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Author
Mai, Jan-Frederik | Scherer, Matthias

Collection
Series in quantitative finance

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Library	Call number – location, accession no. ...	Copy status
FMF, Mathematical Library, Lj.	14449/6a	on loan - outside loan, due date: not specified

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Year	Impact factor		Edition		Category		Classification
Year	JCR	SNIP	JCR	SNIP	JCR	SNIP	JCR	SNIP

Links to authors' personal bibliographies	Links to information on researchers in the SICRIS system
Mai, Jan-Frederik
Scherer, Matthias

Source: Personal bibliographies and: SICRIS

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