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Document type:
Buch 
Author(s):
Mai, J.-F.; Scherer, M. 
Non-TUM Co-author(s):
ja 
Cooperation:
Title:
Simulating Copulas 
Subtitle:
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...    »
 
Bookseries title:
Series in Quantitative Finance 
Bookseries volume:
Publisher:
World Scientific 
Publisher address:
Singapore 
Pages:
312 
Year:
2012 
Year / month:
2012-06 
Month:
Jun 
Quarter:
2. Quartal 
Intellectual Contribution:
Discipline-based Research 
Print-ISBN:
978-1-84816-874-9 
E-ISBN:
978-1-84816-875-6 
Reviewed:
ja 
Language:
en 
Format:
Text 
Key publication:
Nein 
Peer reviewed:
ja 
International:
Ja 
commissioned:
not commissioned 
Category:
textbook