{
"item_title" : "Simulating Copulas",
"item_author" : [" Mai Jan-Frederik "],
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Simulating Copulas : Stoch Model, Sampl..
Overview
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.Errata(s)Errata (128 KB)
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Details
- ISBN-13: 9781848168749
- ISBN-10: 1848168748
- Publisher: Imperial College Press
- Publish Date: July 2012
- Dimensions: 9 x 6 x 0.9 inches
- Shipping Weight: 1.3 pounds
- Page Count: 312
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