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Mai, Jan-Frederik.

Simulating copulas: Stochastic models, sampling algorithms, and applications(series in quantitative finance - Vol. 4)/ [electronic resource] / Matthias Jan-Frederik;Scherer Mai. - World Scientific Publishing Co. Pte. Ltd., 2012. - 310 p.

Chapter 1: Introduction. Chapter, Lesson, Part Chapter 2: Archimedean copulas. Chapter, Lesson, Part Chapter 3: Marshall-Olkin copulas. Chapter, Lesson, Part Chapter 4: Elliptical copulas. Chapter, Lesson, Part Chapter 5: Pair copula constructions. Chapter, Lesson, Part Chapter 6: Sampling univariate random variables. Chapter, Lesson, Part Chapter 7: The monte carlo method. Chapter, Lesson, Part Cover, Title,Simulating copulas: Stochastic models, sampling algorithms, and applications(series in quantitative finance - Vol. 4)--Preface, Introduction, TOC,Preface--Preface, Introduction, TOC,Contents--References, Appendix, Index,Appendix A: Supplemental material--References, Appendix, Index,Bibliography--References, Appendix, Index,Index.

ISBN: 1848168748 9781848168749 9781848168756

Subjects--Topical Terms:
Mathematics
Probability & Statistics