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Simulating Copulas

Language EnglishEnglish
Book Hardback
Book Simulating Copulas Jan-Frederik Mai
Libristo code: 01225012
Publishers World Scientific Publishing, August 2012
This book provides the reader with a background on simulating copulas and multivariate distributions... Full description
? points 271 b
112.08 €
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This book provides the reader with a 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, and more) as well as on different construction principles (factor models, pair-copula construction, and more). The book is self-contained and unified in presentation and can be used as a textbook for advanced undergraduate or graduate students with a firm background in stochastics. Alongside the theoretical foundation, ready-to-implement algorithms and many examples make this book a valuable tool for anyone who is applying the methodology.

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About the book

Full name Simulating Copulas
Author Jan-Frederik Mai
Language English
Binding Book - Hardback
Date of issue 2012
Number of pages 400
EAN 9781848168749
ISBN 1848168748
Libristo code 01225012
Publishers World Scientific Publishing
Weight 584
Dimensions 159 x 235 x 24

Categories

Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Mathematics & Science > Mathematics > Probability & statistics
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