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Simulating Copulas: Stochastic Models, Sampling Algorithms, And Applications eBook

by Mai Jan-Frederik Mai e Scherer Matthias Scherer
language: english
Publisher: WORLD SCIENTIFIC PUBLISHING COMPANY, June of 2012 ‧
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Provides you with a background on simulating copulas and multivariate distributions in general. This title 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).

Simulating Copulas: Stochastic Models, Sampling Algorithms, And Applications

by Mai Jan-Frederik Mai e Scherer Matthias Scherer

Property Description
ISBN: 9781908977588
Publisher: WORLD SCIENTIFIC PUBLISHING COMPANY
Release Date: June of 2012
Language: English
Pages: 312
Format: eBook
File Format and Compatibility: PDF para ADE
Collection: Series In Quantitative Finance
Categories: eBooks in English > Science > Mathematics
EAN: 9781908977588

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