Simulating Copulas: Stoch Model, Sampl..
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Book Overview This book provides the reader with a background on simulating copulas and multivariate distributions in general. It unifies the scattered...
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, 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 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.Errata(s)Errata (128 KB)
Book Details Format: Hardcover | Pages: 295 | Language: English | Publisher: IMPERIAL COLLEGE PR | ISBN: 1848168748
FormatHardcover
Pages295
LanguageEnglish
ISBN1848168748
EAN9781848168749
PublisherIMPERIAL COLLEGE PR
Publication Date1970-01-01
EditionIllustrated
AccessoriesNo Accessory
ConditionNew
Product TypeHARD COVER BOOKS
Weight1.3 Pounds
Length9.0 Inches
Width6.0 Inches
Height0.9 Inches
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