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Simulating Copulas: Stochastic Models, Sampling Algorithms, and Applications - Series in Quantitative Finance
Jan-frederik Mai
Simulating Copulas: Stochastic Models, Sampling Algorithms, and Applications - Series in Quantitative Finance
Jan-frederik Mai
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).
400 pages, Illustrations
Mídia | Livros Hardcover Book (Livro com lombada e capa dura) |
Lançado | 29 de agosto de 2012 |
ISBN13 | 9781848168749 |
Editoras | Imperial College Press |
Páginas | 312 |
Dimensões | 153 × 235 × 22 mm · 589 g |
Idioma | English |
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