高雄醫學大學圖書館 |

Simulating copulasstochastic models, sampling algorithms, and applications /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Simulating copulas/ Jan-Frederik Mai, Matthias Scherer ; with contributions by Claudia Czado...[et al.].
Reminder of title:	stochastic models, sampling algorithms, and applications /
Author:	Mai, Jan-Frederik.
other author:	Czado, Claudia.
Published:	Singapore :World Scientific, : c2017.,
[NT 15000922]:	2nd ed.
Description:	1 online resource (357 p.) :ill. :
Notes:	Title from PDF title page (viewed September 2, 2017)
基督教聖經之智慧書導讀 :	"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."--Publisher's website.
Subject:	Electronic books. -
Online resource:	http://www.worldscientific.com/worldscibooks/10.1142/10265#t=toc
ISBN:	9789813149250

Simulating copulasstochastic models, sampling algorithms, and applications /
Mai, Jan-Frederik.

Simulating copulasstochastic models, sampling algorithms, and applications /[electronic resource] :Jan-Frederik Mai, Matthias Scherer ; with contributions by Claudia Czado...[et al.]. - 2nd ed. - Singapore :World Scientific,c2017. - 1 online resource (357 p.) :ill. - Series in quantitave finance ;vol. 6. - Series in quantitative finance ;v. 6..

Title from PDF title page (viewed September 2, 2017)

Includes bibliographical references and index.

"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."--Publisher's website.

Mode of access: World Wide Web.

ISBN: 9789813149250Subjects--Topical Terms:

334297
Electronic books.

LC Class. No.: QA273.6 / .M35 2017

Dewey Class. No.: 519.5/35

Simulating copulasstochastic models, sampling algorithms, and applications /
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100 1 $a Mai, Jan-Frederik. $3 435934
245 1 0 $a Simulating copulas $h [electronic resource] : $b stochastic models, sampling algorithms, and applications / $c Jan-Frederik Mai, Matthias Scherer ; with contributions by Claudia Czado...[et al.].
250 $a 2nd ed.
260 $a Singapore : $b World Scientific, $c c2017.
300 $a 1 online resource (357 p.) : $b ill.
490 1 $a Series in quantitave finance ; $v vol. 6
500 $a Title from PDF title page (viewed September 2, 2017)
504 $a Includes bibliographical references and index.
520 $a "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."--Publisher's website.
538 $a Mode of access: World Wide Web.
650 0 $a Electronic books. $3 334297
650 0 $a Stochastic models. $3 435939
650 0 $a Copulas (Mathematical statistics) $3 435938
700 1 $a Czado, Claudia. $3 435936
700 1 $a Scherer, Matthias. $3 435935
830 0 $a Series in quantitative finance ; $v v. 6. $3 435937
856 4 0 $u http://www.worldscientific.com/worldscibooks/10.1142/10265#t=toc