Simulating Copulas: Stochastic Models, Sampling Algorithms, And Applications
Author:   Matthias Scherer (Technische Univ Munchen, Germany) ,  Jan-frederik Mai (Xaia Investment, Germany)
Publisher:   Imperial College Press
Volume:   4
ISBN:  

9781848168749


Pages:   312
Publication Date:   29 August 2012
Format:   Hardback
Availability:   In Print   Availability explained
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Simulating Copulas: Stochastic Models, Sampling Algorithms, And Applications


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Author:   Matthias Scherer (Technische Univ Munchen, Germany) ,  Jan-frederik Mai (Xaia Investment, Germany)
Publisher:   Imperial College Press
Imprint:   Imperial College Press
Volume:   4
Dimensions:   Width: 15.20cm , Height: 2.30cm , Length: 22.90cm
Weight:   0.590kg
ISBN:  

9781848168749


ISBN 10:   1848168748
Pages:   312
Publication Date:   29 August 2012
Audience:   College/higher education ,  Postgraduate, Research & Scholarly
Format:   Hardback
Publisher's Status:   Active
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.

Table of Contents

General Introduction to Copulas; Univariate Sampling Schemes; Introduction to Monte Carlo Techniques; Elliptical Copulas; Archimedean Copulas; Marshall-Olkin Copulas; Pair-Copula Construction; Applications.

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