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World Scientific Publishing Company Simulating Copulas: Stochastic Models, Sampling Algorithms, And Applications: 2nd Edition: Series in Quantitative Finance: Volume 6

Name: Simulating Copulas: Stochastic Models, Sampling Algorithms, And Applications: 2nd Edition: Series in Quantitative Finance: Volume 6
Brand: World Scientific Publishing Company
Price: 90.26 GBP
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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.

Product Specifications

Brand: World Scientific Publishing Company
Format: hardcover
ASIN: 9813149248
Category: Books > Subjects > Business, Finance & Law > Economics > Econometrics
Domain: Amazon UK
Release Date: 02 August 2017
Listed Since: 11 October 2016

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World Scientific Publishing Company Simulating Copulas: Stochastic Models, Sampling Algorithms, And Applications: 2nd Edition: Series in Quantitative Finance: Volume 6

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This is the most expensive it has ever been. Walk away.

World Scientific Publishing Company Simulating Copulas: Stochastic Models, Sampling Algorithms, And Applications: 2nd Edition: Series in Quantitative Finance: Volume 6

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