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Simulating Copulas: Stochastic Models, Sampling Algorithms, And Applications - Series In Quantitative Finance Scherer, Matthias (Technische Univ Munchen, Germany)
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Simulating Copulas: Stochastic Models, Sampling Algorithms, And Applications - Series In Quantitative Finance
Scherer, Matthias (Technische Univ Munchen, Germany)
Provides you with a background on simulating copulas and multivariate distributions in general. This title unifies the scattered literature on the simulation of various families of copulas (elliptical, Archimedean, Marshall-Olkin type, and more) as well as on different construction principles (factor models, pair-copula construction, and more).
400 pages, Illustrations
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 29 de agosto de 2012 |
| ISBN13 | 9781848168749 |
| Editores | Imperial College Press |
| Páginas | 312 |
| Dimensiones | 153 × 235 × 22 mm · 576 g |
| Lengua | Inglés |
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