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Anglický jazyk
Scherer, M: Simulating Copulas: Stochastic Models, Sampling
Autor: Jan-Frederik Mai & 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...
Viac o knihe
Na objednávku, dodanie 2-4 týždne
121.44 €
bežná cena: 138.00 €
O knihe
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.
- Vydavateľstvo: World Scientific
- Rok vydania: 2017
- Formát: Hardback
- Rozmer: 235 x 157 mm
- Jazyk: Anglický jazyk
- ISBN: 9789813149243
