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Simulating Copulas: Stochastic Models, Sampling Algorithms, and Applications (Series in Quantitative Finance)
Jan-Frederik Mai, Matthias Scherer
[PDF.sp42] Simulating Copulas: Stochastic Models, Sampling Algorithms, and Applications (Series in Quantitative Finance)
Simulating Copulas: Stochastic Models, Jan-Frederik Mai, Matthias Scherer epub Simulating Copulas: Stochastic Models, Jan-Frederik Mai, Matthias Scherer pdf download Simulating Copulas: Stochastic Models, Jan-Frederik Mai, Matthias Scherer pdf file Simulating Copulas: Stochastic Models, Jan-Frederik Mai, Matthias Scherer audiobook Simulating Copulas: Stochastic Models, Jan-Frederik Mai, Matthias Scherer book review Simulating Copulas: Stochastic Models, Jan-Frederik Mai, Matthias Scherer summary
| #1932074 in Books | 2017-08-08 | Original language:English | File type: PDF | 356 pages||| of the First Edition:|| "The book is essentially self-contained, as the reader interested in copulas from the simulation point of view will find all necessary material in it, including an introduction to copulas if he has never been exposed
The book provides the 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, etc.) as well as on different construction principles (factor models, pair-copula construction, etc.). The book is self-contained and unified in presentation and can be used as a textbook for graduate and advanced undergraduate students with a f...
You can specify the type of files you want, for your device.Simulating Copulas: Stochastic Models, Sampling Algorithms, and Applications (Series in Quantitative Finance) | Jan-Frederik Mai, Matthias Scherer. I have read it a couple of times and even shared with my family members. Really good. Couldnt put it down.
