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Simulating Copulas: Stochastic Models, Sampling Algorithms, And Applications

Language EnglishEnglish
Book Hardback
Book Simulating Copulas: Stochastic Models, Sampling Algorithms, And Applications Matthias Scherer
Libristo code: 15234405
Publishers World Scientific Publishing Co Pte Ltd, August 2017
The book provides the background on simulating copulas and multivariate distributions in general. It... Full description
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134.35 €
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The book provides the background on simulating copulas and multivariate distributions in general. It unifies the scattered literature on the simulation of various families of copulas (elliptical, Archimedean, Marshall-Olkin type, etc.) as well as on differ

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About the book

Full name Simulating Copulas: Stochastic Models, Sampling Algorithms, And Applications
Author Matthias Scherer, Jan-Frederik Mai
Language English
Binding Book - Hardback
Date of issue 2017
Number of pages 356
EAN 9789813149243
ISBN 9813149248
Libristo code 15234405
Publishers World Scientific Publishing Co Pte Ltd
Weight 646
Dimensions 236 x 161 x 24

Categories

Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Economics, Finance, Business & Management > Economics > Econometrics & economic statistics
Economics, Finance, Business & Management > Finance & accounting > Finance
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