01335nam a2200313 i 4500991002016999707536130410s2012 enka b 001 0 eng d9781848168749(hbk.)1848168748(hbk.)b14107600-39ule_instDip.to Matematica e Fisica - Sez. Matematicaeng519.535AMS 62-06LC QA273.6.M35Mai, Jan-Frederik478311Simulating copulas :stochastic models, sampling algorithms, and applications /Jan-Frederik Mai, Matthias SchererLondon :Imperial College Press ;Hackensack, NJ :World Scientific,c2012xiv, 295 p. :ill. ;24 cmSeries in quantitative finance,1756-1604 ;4Includes bibliographical references (p. 283-292) and indexCopulas (Mathematical statistics)Stochastic modelsScherer, Matthiasauthorhttp://id.loc.gov/vocabulary/relators/aut732358.b1410760003-03-1410-04-13991002016999707536LE013 62-XX MAI11 (2012)12013000218939le013pE82.11-l- 00000.i1552016x01-07-13Simulating copulas1442882UNISALENTOle01310-04-13ma -engenk00