Simulating copulas: Stochastic models, sampling algorithms, and appli… by Czado, Claudia, Mai, Jan-Frederik, Scherer, Matthias fromSeries in quantitative finance 0 Type: Book
Simulating copulas: stochastic models, sampling algorithms, and appli… by Mai, Jan-Frederik, Scherer, Matthias fromSeries in quantitative finance 0 Type: Book
Simulating copulas: stochastic models, sampling algorithms, and appli… by Mai, Jan-Frederik, Scherer, Matthias fromSeries in quantitative finance 0 Type: Book This tome provides the reader with a background on simulating copulas and multivariate distribution in general. It unifies the scattered literature on the simulation of various families of copulas as well as on different construction principles.