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Document type:
Buch 
Author(s):
Mai, J.-F.; Scherer, M. 
Title:
Simulating Copulas 
Subtitle:
Stochastic Models, Sampling Algorithms, and Applications 
Abstract:
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 stochas...    »
 
Bookseries title:
Series in Quantitative Finance 
Bookseries volume:
Edition:
2nd Edition 
Publisher:
World Scientific 
Publisher address:
Singapore 
Pages:
356 
Year:
2017 
Year / month:
2017-08 
Other Issue::
Print-ISBN:
978-981-3149-24-3 
Reviewed:
ja 
Language:
en 
TUM Institution:
Lehrstuhl für Finanzmathematik 
Format:
Text