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Simulating copulas = stochastic mode...

Mai, Jan-Frederik.

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Simulating copulas = stochastic models, sampling algorithms, and applications /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Simulating copulas/ Jan-Frederik Mai, Matthias Scherer ; with contributions by Claudia Czado...[et al.].
Reminder of title:	stochastic models, sampling algorithms, and applications /
Author:	Mai, Jan-Frederik.
other author:	Scherer, Matthias.
Published:	Singapore :World Scientific, : c2017.,
Description:	1 online resource (357 p.) :ill.
Notes:	Title from PDF title page (viewed September 2, 2017)
Subject:	Copulas (Mathematical statistics) -
Online resource:	http://www.worldscientific.com/worldscibooks/10.1142/10265#t=toc
ISBN:	9789813149250

Simulating copulas = stochastic 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. 6..

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: 9789813149250Subjects--Topical Terms:

1086625
Copulas (Mathematical statistics)

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

Dewey Class. No.: 519.5/35

Simulating copulas = stochastic models, sampling algorithms, and applications /
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100 1 $a Mai, Jan-Frederik. $3 2016519
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.].
250 $a 2nd ed.
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.
538 $a Mode of access: World Wide Web.
650 0 $a Copulas (Mathematical statistics) $3 1086625
650 0 $a Stochastic models. $3 764002
650 0 $a Electronic books. $3 855788
700 1 $a Scherer, Matthias. $3 1573525
700 1 $a Czado, Claudia. $3 3315452
830 0 $a Series in quantitative finance ; $v v. 6. $3 3315453
856 4 0 $u http://www.worldscientific.com/worldscibooks/10.1142/10265#t=toc