Benutzer: Gast  Login
Dokumenttyp:
Buch 
Autor(en):
Mai, J.-F.; Scherer, M. 
Titel:
Simulating Copulas 
Titelzusatz:
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...    »
 
Andere Ausgaben:
Auflage:
2nd Edition 
Verlag / Institution:
World Scientific 
Verlagsort:
Singapore 
Jahr:
2017 
Jahr / Monat:
2017-08 
Seiten/Umfang:
356 
Print-ISBN:
978-981-3149-24-3 
Serientitel/Schriftenreihe:
Series in Quantitative Finance 
Serienbandnummer:
Reviewed:
ja 
Sprache:
en 
TUM Einrichtung:
Lehrstuhl für Finanzmathematik 
Format:
Text