大葉大學圖書館 |

登入

回首頁

Simulating copulas[electronic resour...

Mai, Jan-Frederik.

Simulating copulas[electronic resource] :stochastic models, sampling algorithms and applications /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
杜威分類號:	519.5/35
書名/作者:	Simulating copulas : stochastic models, sampling algorithms and applications // Jan-Frederik Mai, Matthias Scherer.
作者:	Mai, Jan-Frederik.
其他作者:	Scherer, Matthias.
出版者:	Singapore ; : World Scientific,, 2012.
面頁冊數:	1 online resource (xiv, 295 pages) : : illustrations.
標題:	Copulas (Mathematical statistics)
標題:	Stochastic models.
ISBN:	9781848168756 (electronic bk.)
ISBN:	1848168756 (electronic bk.)
ISBN:	1281603511
ISBN:	9781281603517
書目註:	Includes bibliographical references (pages 283-292) and index.
摘要、提要註:	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.
電子資源:	http://www.worldscientific.com/worldscibooks/10.1142/P842#t=toc

Simulating copulas[electronic resource] :stochastic models, sampling algorithms and applications /
Mai, Jan-Frederik.

Simulating copulasstochastic models, sampling algorithms and applications /[electronic resource] :Jan-Frederik Mai, Matthias Scherer. - Singapore ;World Scientific,2012. - 1 online resource (xiv, 295 pages) :illustrations. - Series in quantitative finance ;v. 4. - Series in quantitative finance ;v. 4..

Includes bibliographical references (pages 283-292) and index.

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.

ISBN: 9781848168756 (electronic bk.)

Standard No.: 9786613784209Subjects--Topical Terms:

490263
Copulas (Mathematical statistics)

LC Class. No.: QA273.6 / .M35 2012eb

Dewey Class. No.: 519.5/35

Simulating copulas[electronic resource] :stochastic models, sampling algorithms and applications /
LDR:01822cam a2200301Ia 4500 001 400104
006 m o d
007 cr cnu---unuuu
008 140123s2012 si a fob 001 0 eng d
020 $a 9781848168756 (electronic bk.)
020 $a 1848168756 (electronic bk.)
020 $a 1281603511
020 $a 9781281603517
020 $z 9781848168749 (hbk.)
020 $z 1848168748 (hbk.)
024 8 $a 9786613784209
035 $a ocn802330740
040 $a CDX $b eng $c CDX $d OCLCO $d YDXCP $d IDEBK $d OCLCQ $d OCLCF $d OCLCQ
049 $a FISA
050 4 $a QA273.6 $b .M35 2012eb
082 0 4 $a 519.5/35 $2 23
100 1 $a Mai, Jan-Frederik. $3 556880
245 1 0 $a Simulating copulas $h [electronic resource] : $b stochastic models, sampling algorithms and applications / $c Jan-Frederik Mai, Matthias Scherer.
260 $a Singapore ; $a Hackensack, NJ : $b World Scientific, $c 2012.
300 $a 1 online resource (xiv, 295 pages) : $b illustrations.
490 1 $a Series in quantitative finance ; $v v. 4
504 $a Includes bibliographical references (pages 283-292) and index.
520 $a 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.
588 $a Description based on print version record.
650 0 $a Copulas (Mathematical statistics) $3 490263
650 0 $a Stochastic models. $3 342238
700 1 $a Scherer, Matthias. $3 487168
830 0 $a Series in quantitative finance ; $v v. 4. $3 556881
856 4 0 $u http://www.worldscientific.com/worldscibooks/10.1142/P842#t=toc

筆 0 讀者評論

多媒體

多媒體檔案
http://www.worldscientific.com/worldscibooks/10.1142/P842#t=toc

評論

新增評論分享你的心得

Export

取書館別