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Simulating Copulas: Stochastic Models, Sampling Algorithms, and Applications
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(Buch) |
Dieser Artikel gilt, aufgrund seiner Grösse, beim Versand als 3 Artikel!
Lieferstatus: |
i.d.R. innert 14-24 Tagen versandfertig |
Veröffentlichung: |
Juni 2012
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Genre: |
Schulbücher |
ISBN: |
9781848168749 |
EAN-Code:
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9781848168749 |
Verlag: |
Imperial College Press |
Einband: |
Gebunden |
Sprache: |
English
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Dimensionen: |
H 235 mm / B 157 mm / D 21 mm |
Gewicht: |
607 gr |
Seiten: |
312 |
Zus. Info: |
HC gerader Rücken kaschiert |
Bewertung: |
Titel bewerten / Meinung schreiben
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Inhalt: |
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. |
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