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SIMULATING COPULAS

SIMULATING COPULAS

Simulating Copulas

Jan-Frederik Mai / JAN-FREDERIK MAI & MATTHIAS SCHERER / MAI JAN-FREDERIK / Matthias Scherer

121,34 €
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Editorial:
World Scientific Publishing Co Pte Ltd
Año de edición:
2012
Materia
Probabilidad y estadística
ISBN:
9781848168749

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Otros libros del autor

  • SIMULATING COPULAS (2ND ED)
    Jan-Frederik Mai / JAN-FREDERIK MAI & MATTHIAS SCHERER / MAI JAN-FREDERIK / Matthias Scherer
     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 pres...