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Simulating copulasstochastic models,...

Czado, Claudia.

Simulating copulasstochastic models, sampling algorithms, and applications /

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Simulating copulasJan-Frederik Mai, Matthias Scherer ; with contributions by Claudia Czado...[et al.].
其他題名:	stochastic models, sampling algorithms, and applications /
作者:	Mai, Jan-Frederik.
其他作者:	Scherer, Matthias.
出版者:	Singapore :World Scientific,c2017.
面頁冊數:	1 online resource (357 p.) :ill.
附註:	Title from PDF title page (viewed September 2, 2017)
標題:	Copulas (Mathematical statistics)
電子資源:	http://www.worldscientific.com/worldscibooks/10.1142/10265#t=toc
ISBN:	9789813149250$q(electronic bk.)

Simulating copulasstochastic models, sampling algorithms, and applications /
Mai, Jan-Frederik.

Simulating copulasstochastic models, sampling algorithms, and applications /[electronic resource] :Jan-Frederik Mai, Matthias Scherer ; with contributions by Claudia Czado...[et al.]. - 2nd ed. - Singapore :World Scientific,c2017. - 1 online resource (357 p.) :ill. - Series in quantitave finance ;vol. 6. - Series in quantitative finance ;v. 4..

Title from PDF title page (viewed September 2, 2017)

Includes bibliographical references and index.

"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 stochastics. Besides the theoretical foundation, ready-to-implement algorithms and many examples make the book a valuable tool for anyone who is applying the methodology."--Publisher's website.

Mode of access: World Wide Web.

ISBN: 9789813149250$q(electronic bk.)Subjects--Topical Terms:

247625
Copulas (Mathematical statistics)

LC Class. No.: QA273.6 / .M35 2017

Dewey Class. No.: 519.5/35

Simulating copulasstochastic models, sampling algorithms, and applications /
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245 1 0 $a Simulating copulas $h [electronic resource] : $b stochastic models, sampling algorithms, and applications / $c Jan-Frederik Mai, Matthias Scherer ; with contributions by Claudia Czado...[et al.].
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260 $a Singapore : $b World Scientific, $c c2017.
300 $a 1 online resource (357 p.) : $b ill.
490 1 $a Series in quantitave finance ; $v vol. 6
500 $a Title from PDF title page (viewed September 2, 2017)
504 $a Includes bibliographical references and index.
520 $a "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 stochastics. Besides the theoretical foundation, ready-to-implement algorithms and many examples make the book a valuable tool for anyone who is applying the methodology."--Publisher's website.
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650 0 $a Copulas (Mathematical statistics) $3 247625
650 0 $a Stochastic models. $3 242915
650 0 $a Electronic books. $3 242495
700 1 $a Scherer, Matthias. $3 575431
700 1 $a Czado, Claudia. $3 811705
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856 4 0 $u http://www.worldscientific.com/worldscibooks/10.1142/10265#t=toc