Simulating Copulas: Stochastic Models, Sampling Algorithms, and Applications

By Jan-Frederik Mai and Matthias Scherer

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... This description may be from another edition of this product.

• Format: Hardcover
• Language: English
• ISBN: 1848168748
• ISBN13: 9781848168749
• Release Date: August 2012
• Publisher: Imperial College Press
• Length: 312 Pages
• Weight: 1.30 lbs.
• Dimensions: 0.9" x 6.0" x 9.0"