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Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics

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Simulating Copulas: Stochastic Models, Sampling Algorithms, And Applications (Hardcover) Loot Price: R2,969

Discovery Miles 29 690

Repayment Terms: R278 pm x 12*

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Simulating Copulas: Stochastic Models, Sampling Algorithms, And Applications (Hardcover)

Matthias Scherer, Jan-Frederik Mai

Series: Series In Quantitative Finance, 4

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Loot Price R2,969 Discovery Miles 29 690 | Repayment Terms: R278 pm x 12*

Expected to ship within 12 - 17 working days

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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.

General

Imprint:	Imperial College Press
Country of origin:	United Kingdom
Series:	Series In Quantitative Finance, 4
Release date:	August 2012
First published:	June 2012
Authors:	Matthias Scherer • Jan-Frederik Mai
Dimensions:	232 x 155 x 21mm (L x W x T)
Format:	Hardcover
Pages:	295
ISBN-13:	978-1-84816-874-9
Categories:	Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics Promotions
LSN:	1-84816-874-8
Barcode:	9781848168749