EbookBell.com

Most ebook files are in PDF format, so you can easily read them using various software such as Foxit Reader or directly on the Google Chrome browser.
Some ebook files are released by publishers in other formats such as .awz, .mobi, .epub, .fb2, etc. You may need to install specific software to read these formats on mobile/PC, such as Calibre.

Please read the tutorial at this link: https://ebookbell.com/faq

We offer FREE conversion to the popular formats you request; however, this may take some time. Therefore, right after payment, please email us, and we will try to provide the service as quickly as possible.

For some exceptional file formats or broken links (if any), please refrain from opening any disputes. Instead, email us first, and we will try to assist within a maximum of 6 hours.

EbookBell Team

Simulating Copulas Stochastic Models Sampling Algorithms And Applications 2nd Janfrederik Mai

SKU: BELL-6847322

$ 31.00 ~~$ 45.00~~ (-31%)

0 reviews

Simulating Copulas Stochastic Models Sampling Algorithms And Applications 2nd Janfrederik Mai instant download after payment.

Publisher: World Scientific

File Extension: PDF

File size: 6.81 MB

Pages: 356

Author: Jan-Frederik Mai, Matthias Scherer

ISBN: 9789813149243, 9813149248

Language: English

Year: 2017

Edition: 2nd

Product desciption

Simulating Copulas Stochastic Models Sampling Algorithms And Applications 2nd Janfrederik Mai by Jan-frederik Mai, Matthias Scherer 9789813149243, 9813149248 instant download after payment.

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 firm background in stochastics. Besides the theoretical foundation, ready-to-implement algorithms and many examples make the book a valuable tool for anyone who is applying the methodology.

Readership: Advanced undergraduate and graduate students in probability calculus and stochastics, practitioners who implement models in the financial industry and scientists.