Simulating Copulas: Stochastic Models, Sampling Algorithms, and Applications (Second Edition)

Name: AlbakiReads Simulating Copulas: Stochastic Models, Sampling Algorithms, and Applications (Second Edition) - Simulating Copulas: Stochastic Models, Sampling Algorithms, and Applications (Second Edition)
Brand: AlbakiReads
SKU: 51543998857506
Price: 134.24 USD
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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 boo

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Simulating Copulas: Stochastic Models, Sampling Algorithms, and Applications (Second Edition)

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Simulating Copulas: Stochastic Models, Sampling Algorithms, and Applications (Second Edition)

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