Code: 15234405
Simulating Copulas: Stochastic Models, Sampling Algorithms, And Applications
by Matthias Scherer, Jan-Frederik Mai
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, ... more
- Language:
English - Binding: Hardback
- Number of pages: 356
Publisher: World Scientific Publishing Co Pte Ltd, 2017
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Book 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 differ
Book details
Book category Books in English Mathematics & science Mathematics Applied mathematics
126.94 €
- Full title: Simulating Copulas: Stochastic Models, Sampling Algorithms, And Applications
- Author: Matthias Scherer, Jan-Frederik Mai
- Language: English
- Binding: Hardback
- Number of pages: 356
- EAN: 9789813149243
- ISBN: 9813149248
- ID: 15234405
- Publisher: World Scientific Publishing Co Pte Ltd
- Weight: 646 g
- Dimensions: 161 × 236 × 24 mm
- Date of publishing: 02. August 2017
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