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Simulating copulas = stochastic mode...
~
Scherer, Matthias.
Simulating copulas = stochastic models, sampling algorithms, and applications /
紀錄類型:
書目-語言資料,印刷品 : Monograph/item
正題名/作者:
Simulating copulas/ Jan-Frederik Mai, Matthias Scherer ; with contributions by Claudia Czado...[et al.].
其他題名:
stochastic models, sampling algorithms, and applications /
作者:
Mai, Jan-Frederik.
其他作者:
Scherer, Matthias.
出版者:
Singapore :World Scientific, : c2017.,
面頁冊數:
1 online resource (357 p.) :ill. :
附註:
Title from PDF title page (viewed September 2, 2017)
標題:
Copulas (Mathematical statistics) -
電子資源:
http://www.worldscientific.com/worldscibooks/10.1142/10265#t=toc
ISBN:
9789813149250
Simulating copulas = stochastic models, sampling algorithms, and applications /
Mai, Jan-Frederik.
Simulating copulas
stochastic models, sampling algorithms, and applications /[electronic resource] :Jan-Frederik Mai, Matthias Scherer ; with contributions by Claudia Czado...[et al.]. - 2nd ed. - Singapore :World Scientific,c2017. - 1 online resource (357 p.) :ill. - Series in quantitave finance ;vol. 6. - Series in quantitative finance ;v. 4..
Title from PDF title page (viewed September 2, 2017)
Includes bibliographical references and index.
"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."--Publisher's website.
Mode of access: World Wide Web.
ISBN: 9789813149250Subjects--Topical Terms:
857499
Copulas (Mathematical statistics)
LC Class. No.: QA273.6 / .M35 2017
Dewey Class. No.: 519.5/35
Simulating copulas = stochastic models, sampling algorithms, and applications /
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http://www.worldscientific.com/worldscibooks/10.1142/10265#t=toc
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