Simulating Copulas (2nd Ed)
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Book Overview The book provides the background on simulating copulas and multivariate distributions in general. It unifies the scattered literature on...
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.
Book Details Format: Hardcover | Pages: 338 | Language: English | Publisher: WORLD SCIENTIFIC PUB CO INC | ISBN: 9813149248
FormatHardcover
Pages338
LanguageEnglish
ISBN9813149248
EAN9789813149243
PublisherWORLD SCIENTIFIC PUB CO INC
Publication Date1970-01-01
Edition2nd Edition
AccessoriesNo Accessory
ConditionNew
Product TypeHARD COVER BOOKS
Weight1.4 Pounds
Length9.1 Inches
Width5.9 Inches
Height0.9 Inches
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