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Simulating Copulas: Stochastic Models, Sampling Algorithms, And Applications
Language
English
English
Book
Hardback
The book provides the background on simulating copulas and multivariate distributions in general. It...
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Libristo code: 15234405
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339 b
339 b
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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 differ
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About the book
Full name
Simulating Copulas: Stochastic Models, Sampling Algorithms, And Applications
Author
Matthias Scherer, Jan-Frederik Mai
Language
English
English
Binding
Book - Hardback
Date of issue
2017
Number of pages
356
EAN
9789813149243
ISBN
9813149248
Libristo code
15234405
Publishers
World Scientific Publishing Co Pte Ltd
Weight
646
Dimensions
236 x 161 x 24
