高雄醫學大學圖書館 |

語系/ Language: 繁體中文

登入

回首頁

Simulating copulasstochastic models,...

Mai, Jan-Frederik.

Simulating copulasstochastic models, sampling algorithms, and applications /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Simulating copulas/ Jan-Frederik Mai, Matthias Scherer ; with contributions by Claudia Czado...[et al.].
其他題名:	stochastic models, sampling algorithms, and applications /
作者:	Mai, Jan-Frederik.
其他作者:	Czado, Claudia.
出版者:	Singapore :World Scientific, : c2017.,
版本:	2nd ed.
面頁冊數:	1 online resource (357 p.) :ill. :
附註:	Title from PDF title page (viewed September 2, 2017)
提要註:	"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.
標題:	Electronic books. -
電子資源:	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 /
LDR:01832cam a2200313 a 4500 001 315493
005 20170831053627.0
006 m o d
007 cr |n|||||||||
008 181129s2017 si a ob 001 0 eng d
020 $a 9789813149250 $q (electronic bk.)
020 $a 9813149256 $q (electronic bk.)
020 $z 9789813149243
020 $z 9813149248
020 $z 9789813149991
020 $z 981314999X
035 $a 000010265
040 $a WSPC $b eng $c WSPC
050 4 $a QA273.6 $b .M35 2017
082 0 4 $a 519.5/35 $2 23
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

筆 0 讀者評論

多媒體

評論

新增評論分享你的心得，請勿在此評論區張貼涉及人身攻擊、情緒謾罵、或內容涉及非法的不當言論，館方有權利刪除任何違反評論規則之發言，情節嚴重者一律停權，以維護所有讀者的自由言論空間。

Export

取書館別