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SIMULATING COPULAS (2ND ED) - Mai Jan-Frederik

Anglų
2017-06-08
171,55 € 228,73 €

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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 t ... Visas aprašymas

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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.

Daugiau informacijos

Autorius Mai Jan-Frederik
Leidėjas World Scientific
Išleidimo metai 2017
Viršelio tipas Kieti viršeliai
EAN 9789813149243
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171,55 € 228,73 €