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Simulating copulas[electronic resour...

Czado, Claudia.

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

紀錄類型:	書目-電子資源 : 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 ; with contributions by Claudia Czado...[et al.].
作者:	Mai, Jan-Frederik.
其他作者:	Scherer, Matthias.
出版者:	Singapore : : World Scientific,, c2017.
面頁冊數:	1 online resource (357 p.) : : ill.
附註:	Title from PDF title page (viewed September 2, 2017)
標題:	Copulas (Mathematical statistics)
標題:	Stochastic models.
標題:	Electronic books.
ISBN:	9789813149250
ISBN:	9813149256
書目註:	Includes bibliographical references and index.
摘要、提要註:	"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."--Publisher's website.
電子資源:	http://www.worldscientific.com/worldscibooks/10.1142/10265#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 ; with contributions by Claudia Czado...[et al.]. - 2nd ed. - Singapore :World Scientific,c2017. - 1 online resource (357 p.) :ill. - Series in quantitave finance ;vol. 6. - Series in quantitative finance ;v. 4..

Title from PDF title page (viewed September 2, 2017)

Includes bibliographical references and index.

"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."--Publisher's website.

Mode of access: World Wide Web.

ISBN: 9789813149250Subjects--Topical Terms:

490263
Copulas (Mathematical statistics)

LC Class. No.: QA273.6 / .M35 2017

Dewey Class. No.: 519.5/35

Simulating copulas[electronic resource] :stochastic models, sampling algorithms, and applications /
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245 1 0 $a Simulating copulas $h [electronic resource] : $b stochastic models, sampling algorithms, and applications / $c Jan-Frederik Mai, Matthias Scherer ; with contributions by Claudia Czado...[et al.].
250 $a 2nd ed.
260 $a Singapore : $b World Scientific, $c c2017.
300 $a 1 online resource (357 p.) : $b ill.
490 1 $a Series in quantitave finance ; $v vol. 6
500 $a Title from PDF title page (viewed September 2, 2017)
504 $a Includes bibliographical references and index.
520 $a "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."--Publisher's website.
538 $a Mode of access: World Wide Web.
650 0 $a Copulas (Mathematical statistics) $3 490263
650 0 $a Stochastic models. $3 342238
650 0 $a Electronic books. $2 local $3 376747
700 1 $a Scherer, Matthias. $3 487168
700 1 $a Czado, Claudia. $3 709429
830 0 $a Series in quantitative finance ; $v v. 4. $3 556881
856 4 0 $u http://www.worldscientific.com/worldscibooks/10.1142/10265#t=toc

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