£58.14

Imperial College Press Simulating Copulas: Stochastic Models, Sampling Algorithms, And Applications: STOCH MODEL, SAMPL..: 4 (SERIES IN QUANTITATIVE FINANCE)

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Description

This book provides the reader with a 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 advanced undergraduate or graduate students with a firm background in stochastics. Alongside the theoretical foundation, ready-to-implement algorithms and many examples make this book a valuable tool for anyone who is applying the methodology.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
29 August 2012
Listed Since
14 October 2011

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