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Simulating Copulas: Stochastic Models, Sampling Algorithms, And Applications
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Simulating Copulas: Stochastic Models, Sampling Algorithms, And Applications (Hardback)

£95.00
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Synopsis

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 background in stochastics. Alongside the theoretical foundation, ready-to-implement algorithms and many examples make this book a valuable tool for anyone who is applying the methodology.Errata(s)Errata (128 KB)

Science & MathematicsMathematicsApplied mathematicsMathematical modellingScience & MathematicsMathematicsApplied mathematicsStochasticsScience & MathematicsMathematicsDiscrete mathematicsScience & MathematicsScience: general issuesMaths for scientistsTechnicalEngineering & General TechnologyMaths for engineers Publisher: Imperial College Press Publication Date: 23/08/2012 ISBN-13: 9781848168749  Details: Type: Hardback Format: Books
Availability: To Order. Estimated despatch in 1-3 weeks.  

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