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Simulating Copulas: Stochastic Models, Sampling Algorithms, And Applications

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£70.99 £67.44 £68.86 £70.28 £71.70 £73.12 £74.54 23 July 2026 09 August 2026 26 August 2026 12 September 2026 29 September 2026
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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
paperback
Domain
Amazon UK
Release Date
26 June 2012
Listed Since
30 October 2013

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