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Simulating Copulas: Stochastic Models, Sampling Algorithms, and Applications

Publisher: 
Imperial College Press
Number of Pages: 
295
Price: 
108.00
ISBN: 
978-1-84816-874-9
Date Received: 
Monday, September 24, 2012
Reviewable: 
No
Include In BLL Rating: 
No
Reviewer Email Address: 
Jan-Frederik Mai and Matthias Scherer
Series: 
Series in Quantitative Finance 4
Publication Date: 
2012
Format: 
Hardcover
Category: 
Monograph
  • Introduction
  • Archimedean Copulas
  • Marshall–Olkin Copulas
  • Elliptical Copulas
  • Pair Copula Constructions
  • Sampling Univariate Random Variables
  • The Monte Carlo Method
Publish Book: 
Modify Date: 
Monday, September 24, 2012

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