Simulating copulas : stochastic models, sampling algorithms, and applications

Jan-Frederik Mai; Matthias Scherer

This tome provides the reader with a background on simulating copulas and multivariate distribution in general. It unifies the scattered literature on the simulation of various families of copulas as well as on different construction principles

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Year of publication:	c 2012
Authors:	Mai, Jan-Frederik ; Scherer, Matthias
Publisher:	London : Imperial College Press
Subject:	Multivariate Verteilung \| Multivariate distribution \| Simulation \| Statistische Methode \| Statistical method \| Kopula <Mathematik> \| Stochastisches Modell
Description of contents:	Description [zbmath.org]

Extent:	XIV, 295 S. graph. Darst.
Series:	Series in quantitative finance. - London : Imperial College Press, ZDB-ID 2527241-X. - Vol. 4
Type of publication:	Book / Working Paper
Language:	English
Notes:	Literaturverz. S. 283 - 292
ISBN:	1-84816-874-8 ; 978-1-84816-874-9
Classification:	Wahrscheinlichkeitsrechnung
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10010372811