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Dokumenttyp:
Buch 
Autor(en):
Mai, J.-F.; Scherer, M. 
Nicht-TUM Koautoren:
ja 
Kooperation:
Titel:
Simulating Copulas 
Titelzusatz:
Stochastic Models, Sampling Algorithms, and Applications 
Abstract:
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 backgro...    »
 
Intellectual Contribution:
Discipline-based Research 
Verlag / Institution:
World Scientific 
Verlagsort:
Singapore 
Jahr:
2012 
Quartal:
2. Quartal 
Jahr / Monat:
2012-06 
Monat:
Jun 
Seiten/Umfang:
312 
Print-ISBN:
978-1-84816-874-9 
E-ISBN:
978-1-84816-875-6 
Serientitel/Schriftenreihe:
Series in Quantitative Finance 
Serienbandnummer:
Reviewed:
ja 
Sprache:
en 
Format:
Text 
Key publication:
Nein 
Peer reviewed:
ja 
International:
Ja 
commissioned:
not commissioned 
Kategorie:
textbook