Simulating Copulas: Stochastic Models, Sampling Algorithms, And Applications
Book Details
Format
Hardback
Book Series
Series In Quantitative Finance
ISBN-10
1848168748
ISBN-13
9781848168749
Publisher
Imperial College Press
Imprint
Imperial College Press
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Aug 29th, 2012
Print length
312 Pages
Weight
576 grams
Dimensions
23.50 x 15.30 x 2.20 cms
Product Classification:
Stochastics
KSh 17,100.00
Temporarily out of stock, due soon
0 in stock
Delivery Location
Delivery fee: Select location
Secure
Quality
Fast
Provides you with a background on simulating copulas and multivariate distributions in general. This title unifies the scattered literature on the simulation of various families of copulas (elliptical, Archimedean, Marshall-Olkin type, and more) as well as on different construction principles (factor models, pair-copula construction, and more).
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.
Get Simulating Copulas: Stochastic Models, Sampling Algorithms, And Applications 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 Imperial College Press and it has 312 pages.
Customers Who Bought This Also Bought
Let Us Use White Noise
KSh 14,600.00
Stochastic Differential Equations
KSh 13,150.00
Computational Finance
KSh 16,400.00
An Introduction to the Theory of Point Processes
KSh 39,500.00
Statistical Methods in Control & Signal Processing
KSh 70,200.00
Recent Advances in Applied Probability
KSh 23,400.00
Modelling Operational Risk Using Bayesian Inference
KSh 16,200.00
Stochastic Processes, Finance & Control
KSh 34,200.00
Essentials of Stochastic Processes
KSh 25,400.00
Metric Characterization of Random Variables and Random Processes
KSh 25,400.00
Stochastic Approximation and Recursive Algorithms and Applications
KSh 32,400.00
Modelling, Pricing, and Hedging Counterparty Credit Exposure
KSh 26,800.00
More by Jan-frederik Mai, Matthias Scherer
More in This Genre
Let Us Use White Noise
KSh 14,600.00
Stochastic Differential Equations
KSh 13,150.00
Computational Finance
KSh 16,400.00
An Introduction to the Theory of Point Processes
KSh 39,500.00
Statistical Methods in Control & Signal Processing
KSh 70,200.00
Recent Advances in Applied Probability
KSh 23,400.00
