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The book provides the 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 graduate and advanced undergraduate students with a firm background in stochastics. Besides the theoretical foundation, ready-to-implement algorithms and many examples make the book a valuable tool for anyone who is applying the methodology.
Get Simulating Copulas (2nd Ed) by Jan-frederik Mai, Matthias Scherer at the best price and quality guaranteed only at Werezi Africa's largest book ecommerce store. The book was published by World Scientific Publishing Co Pte Ltd and it has 356 pages.
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