ISBN: 9781848168749 - Simulating Copulas: Stochastic Models, Sampling Algorithms, and Applications: Stoch Model, Sampl..: 4 (series in Quantitative Finance) (21 results)
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Gebunden. Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. InhaltsverzeichnisGeneral Introduction to Copulas Univariate Sampling Schemes Introduction to Monte Carlo Techniques Elliptical Copulas Archimedean Copulas Marshall-Olkin Copulas Pair-Copula Construction Applications.K.…
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Buch. Condition: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - 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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Buch. Condition: Neu. SIMULATING COPULAS | STOCH MODEL, SAMPL. | Mai Jan-Frederik | Buch | Gebunden | Englisch | 2012 | ICP | EAN 9781848168749 | Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, 36244 Bad Hersfeld, gpsr[at]libri[dot]de | Anbieter: preigu Print on Demand.
