Simulating Copulas: Stochastic Models, Sampling Algorithms, And Applications - Series In Quantitative Finance - Scherer, Matthias (Technische Univ Munchen, Germany) - Books - Imperial College Press - 9781848168749 - August 29, 2012
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Scherer, Matthias (Technische Univ Munchen, Germany)
Simulating Copulas: Stochastic Models, Sampling Algorithms, And Applications - Series In Quantitative Finance

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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

Media Books     Hardcover Book   (Book with hard spine and cover)
Released August 29, 2012
ISBN13 9781848168749
Publishers Imperial College Press
Pages 312
Dimensions 153 × 235 × 22 mm   ·   576 g
Language English  

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