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Simulating Copulas
Language
English
English
Book
Hardback
This book provides the reader with a background on simulating copulas and multivariate distributions...
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Libristo code: 01225012
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271 b
271 b
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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
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
