Simulating Copulas : Stochastic Models, Sampling Algorithms, and Applications
Language: English
Published by World Scientific Publishing Company, 2017
- Hardcover
- New
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
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- Title
- Simulating Copulas : Stochastic Models, Sampling Algorithms, and Applications
- Author
- Mai, Jan-Frederik; Scherer, Matthias; Czado, Claudia (CON); Korn, Elke (CON); Korn, Ralf (CON)
- Publisher
- World Scientific Publishing Company
- Publication year
- 2017
- Condition
- New
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 9813149248
- ISBN 13
- 9789813149243
- Edition
- 2nd Edition
Readership: Advanced undergraduate and graduate students in probability calculus and stochastics, practitioners who implement models in the financial industry and scientists.
"Synopsis" may belong to another edition of this title.
About the Author
Dr Matthias Scherer is a Professor of Mathematical Finance at the Technical University of Munich. His research interests comprise various topics in Financial Mathematics, Actuarial Science, and Probability Theory. Concerning dependence modeling, he has published research articles on the construction, simulation, estimation, and application of copulas. He is an active member of the board of the DGVFM and serves as associate editor of the journal Dependence Modeling. He co-authored the book Financial Engineering with Copulas Explained.
"About the title" may belong to another edition of this title.
GreatBookPricesUK
Woodford Green, United Kingdom
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