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Simulating Copulas: Stochastic Models, Sampling Algorithms, and Applications - Series in Quantitative Finance Jan-frederik Mai
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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
| Mediji | Grāmatas Hardcover Book (Grāmata ar cieto muguriņu un vāku) |
| Izlaists | 2012. gada 8. jūlijs |
| ISBN13 | 9781848168749 |
| Izdevēji | Imperial College Press |
| Lapas | 312 |
| Izmēri | 153 × 235 × 22 mm · 589 g |
| Valoda | Angļu |
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