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SIMULATING COPULAS (2ND ED): Stochastic Models, Sampling Algorithms, and Applications (Second Edition) (Series in Quantitative Finance, 6, Band 6) - Hardcover

Mai Jan-Frederik

 
9789813149243: SIMULATING COPULAS (2ND ED): Stochastic Models, Sampling Algorithms, and Applications (Second Edition) (Series in Quantitative Finance, 6, Band 6)
Hardcover
ISBN 10: 9813149248 ISBN 13: 9789813149243
Verlag: World Scientific, 2017

Inhaltsangabe

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 different construction principles (factor models, pair-copula construction, etc.). The book is self-contained and unified in presentation and can be used as a textbook for graduate and advanced undergraduate students with a firm background in stochastics. Besides the theoretical foundation, ready-to-implement algorithms and many examples make the book a valuable tool for anyone who is applying the methodology.

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Verlag
World Scientific
Erscheinungsdatum
2017
Sprache
Englisch
ISBN 10 
9813149248
ISBN 13 
9789813149243
Einband
Gebundene Ausgabe
Auflage
2
Anzahl der Seiten
358
Kontakt zum Hersteller
preigu GmbH & Co. KG
mail@preigu.de

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Osnabrück
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Deutschland