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Simulating copulas[electronic resour...

Mai, Jan-Frederik.

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

纪录类型:	书目-语言数据,印刷品 : Monograph/item
[NT 15000414] null:	519.5/35
[NT 47271] Title/Author:	Simulating copulas : stochastic models, sampling algorithms and applications // Jan-Frederik Mai, Matthias Scherer.
作者:	Mai, Jan-Frederik.
[NT 51406] other author:	Scherer, Matthias.
出版者:	Singapore ; : World Scientific,, 2012.
面页册数:	1 online resource (xiv, 295 pages) : : illustrations.
标题:	Copulas (Mathematical statistics)
标题:	Stochastic models.
ISBN:	9781848168756 (electronic bk.)
ISBN:	1848168756 (electronic bk.)
ISBN:	1281603511
ISBN:	9781281603517
[NT 15000227] null:	Includes bibliographical references (pages 283-292) and index.
[NT 15000229] null:	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.
电子资源:	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 /
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020 $a 1848168756 (electronic bk.)
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020 $a 9781281603517
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020 $z 1848168748 (hbk.)
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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

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