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Simulating Copulas
Английски език
345 b
30 дни за връщане на стоката
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С твърди корици
298.14
лв
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С твърди корици
128.23
лв
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С меки корици
128.23
лв
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, and more) as well as on different construction principles (factor models, pair-copula construction, and more). 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.
Информация за книгата
Английски език
