Simulating Copulas

Name: Simulating Copulas
Brand: World Scientific Publishing
SKU: 9781848168749
Price: 2506 CZK
Availability: InStock

Autor: Jan-Frederik Mai

Jazyk:

Vazba: Pevná

Vydavatel: World Scientific Publishing

Dostupnost: Skladem u dodavatele

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2 506 Kč

This book provides the reader with a background on simulating copulas and multivariate distributions...

Informace o knize

Autor

Jan-Frederik Mai

Jazyk

Angličtina

Vazba

Kniha - Pevná

Vydáno

2012

Stránek

400

EAN

9781848168749

ISBN

1848168748

Enbook ID

01225012

Vydavatel

World Scientific Publishing

Hmotnost

584

Rozměry

159 x 235 x 24

Kompletní popis

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, and more) as well as on different construction principles (factor models, pair-copula construction, and more). 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.

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Simulating Copulas

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Kompletní popis

Mohlo by vás zajímat

Zákaznicí kteří koupili tuto knihu koupili také