Simulating Copulas: Stochastic Models, Sampling Algorithms, and Applications - Series in Quantitative Finance - Jan-frederik Mai - Bøger - Imperial College Press - 9781848168749 - 29. august 2012
Ved uoverensstemmelse mellem cover og titel gælder titel

Simulating Copulas: Stochastic Models, Sampling Algorithms, and Applications - Series in Quantitative Finance

Jan-frederik Mai

Pris
Mex$ 3.012,50

Bestilles fra fjernlager

Forventes klar til forsendelse 4. - 11. sep.
Tilføj til din iMusic ønskeseddel
Eller

Simulating Copulas: Stochastic Models, Sampling Algorithms, and Applications - Series in Quantitative Finance

Provides you with a background on simulating copulas and multivariate distributions in general. This title 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).


400 pages, Illustrations

Medie Bøger     Hardcover bog   (Bog med hård ryg og stift omslag)
Udgivet 29. august 2012
ISBN13 9781848168749
Forlag Imperial College Press
Antal sider 312
Mål 153 × 235 × 22 mm   ·   589 g
Sprog Engelsk