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Item Details
| Title:
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SIMULATING COPULAS: STOCHASTIC MODELS, SAMPLING ALGORITHMS, AND APPLICATIONS
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| By: |
Matthias Scherer, Jan-Frederik Mai |
| Format: |
Hardback |
| List price:
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£115.00 |
| Our price: |
£103.50 |
| Discount: |
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| You save:
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£11.50 |
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| ISBN 10: |
9813149248 |
| ISBN 13: |
9789813149243 |
| Availability: |
Usually dispatched within 1-3 weeks.
 Delivery
rates
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| Stock: |
Currently 0 available |
| Publisher: |
WORLD SCIENTIFIC PUBLISHING CO PTE LTD |
| Pub. date: |
9 June, 2017 |
| Edition: |
Second Edition |
| Series: |
Series In Quantitative Finance 6 |
| Pages: |
356 |
| Synopsis: |
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. |
| Publication: |
Singapore |
| Imprint: |
World Scientific Publishing Co Pte Ltd |
| Returns: |
Returnable |
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