Simulating copulas: Stochastic models, sampling algorithms, and applications(series in quantitative finance - Vol. 4)/ [electronic resource] / Matthias Jan-Frederik;Scherer Mai.

By:

Mai, Jan-Frederik

Call Number: Ebook Contributor(s):

Scherer, Matthias

Material type:

TextLanguage: English Publication details: World Scientific Publishing Co. Pte. Ltd., 2012.Description: 310 pISBN:

1848168748
9781848168749
9781848168756

Subject(s):

Online resources:

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Contents:

Chapter, Lesson, Part 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.

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.

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