Stochastic Models, Sampling Algorithms and Applications
Hardback
Publication Date: 29/08/2012
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.
- ISBN:
- 9781848168749
- 9781848168749
- Category:
- Stochastics
- Format:
- Hardback
- Publication Date:
- 29-08-2012
- Publisher:
- Imperial College Press
- Country of origin:
- United Kingdom
- Pages:
- 312
- Dimensions (mm):
- 229x152x23mm
- Weight:
- 0.59kg
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