Items related to Simulating Copulas: Stochastic Models, Sampling Algorithms,...
Simulating Copulas: Stochastic Models, Sampling Algorithms, and Applications (Quantitative Finance) - Hardcover
Synopsis
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.
"synopsis" may belong to another edition of this title.
From the Back Cover
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.
"About this title" may belong to another edition of this title.
Search results for Simulating Copulas: Stochastic Models, Sampling Algorithms,...
Stock Image
Simulating Copulas: Stochastic Models, Sampling Algorithms, and Applications (Quantitative Finance)
Seller: suffolkbooks, Center moriches, NY, U.S.A.
Seller rating 4 out of 5 stars
hardcover. Condition: Very Good. Fast Shipping - Safe and Secure 7 days a week! Seller Inventory # mon0000000836
Quantity: 3 available
Stock Image
Simulating Copulas: Stoch Model, Sampl. (Quantitative Finance)
Seller: BOOKWEST, Phoenix, AZ, U.S.A.
Seller rating 3 out of 5 stars
Hardcover. Condition: New. US SELLER SHIPS FROM USA. Seller Inventory # HWCL-C7-3-HC-1848168748-1P3-B14-BR-2011
Quantity: 1 available
Stock Image
SIMULATING COPULAS: STOCHASTIC MODELS, SAMPLING ALGORITHMS, AND APPLICATIONS - SERIES IN QUANTITATIVE FINANCE 4
Seller: Romtrade Corp., STERLING HEIGHTS, MI, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide. Seller Inventory # ABNR-194441
Quantity: 1 available
Stock Image
SIMULATING COPULAS: STOCHASTIC MODELS, SAMPLING ALGORITHMS, AND APPLICATIONS - SERIES IN QUANTITATIVE FINANCE 4
Seller: Basi6 International, Irving, TX, U.S.A.
Seller rating 5 out of 5 stars
Condition: Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service. Seller Inventory # ABEJUNE24-396622
Quantity: 1 available
Stock Image
Simulating Copulas
Seller: Books Puddle, New York, NY, U.S.A.
Seller rating 4 out of 5 stars
Condition: New. pp. 312. Seller Inventory # 2642186849
Quantity: 1 available
Stock Image
Simulating Copulas
Seller: Majestic Books, Hounslow, United Kingdom
Seller rating 5 out of 5 stars
Condition: New. pp. 312. Seller Inventory # 49547198
Quantity: 1 available
Stock Image
Simulating Copulas: Stochastic Models, Sampling Algorithms, and Applications (Quantitative Finance)
Seller: ALLBOOKS1, Direk, SA, Australia
Seller rating 5 out of 5 stars
Seller Inventory # SHUB396622
Quantity: 1 available
Stock Image
Simulating Copulas
Seller: Biblios, Frankfurt am main, HESSE, Germany
Seller rating 5 out of 5 stars
Condition: New. pp. 312. Seller Inventory # 1842186859
Quantity: 1 available
Stock Image
Simulating Copulas: Stochastic Models, Sampling Algorithms, and Applications (Quantitative Finance)
Seller: Best Price, Torrance, CA, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. SUPER FAST SHIPPING. Seller Inventory # 9781848168749
Quantity: 1 available
Seller Image
Simulating Copulas : Stochastic Models, Sampling Algorithms, and Applications
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # 16654199-n
Quantity: Over 20 available