01788nam a2200361 a 4500 vtls000080258 MTX 160715 001 0 eng d 1848168748 9781848168749 9781848168756 201607151202 staff 201605041239 admin eng Ebook Mai, Jan-Frederik. 118182 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, 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. Mathematics 19720 Probability & Statistics 116434 Scherer, Matthias. 118183 http://portal.igpublish.com/iglibrary/search/WSPCB0002612.html 10 76807 76807