Description

Book Synopsis
This book provides the reader with a 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 advanced undergraduate or graduate students with a firm background in stochastics. Alongside the theoretical foundation, ready-to-implement algorithms and many examples make this book a valuable tool for anyone who is applying the methodology.

Table of Contents
General Introduction to Copulas; Univariate Sampling Schemes; Introduction to Monte Carlo Techniques; Elliptical Copulas; Archimedean Copulas; Marshall-Olkin Copulas; Pair-Copula Construction; Applications.

Simulating Copulas: Stochastic Models, Sampling

    Product form

    £90.25

    Includes FREE delivery

    RRP £95.00 – you save £4.75 (5%)

    Order before 4pm tomorrow for delivery by Thu 6 Aug 2026.

    A Hardback by Matthias Scherer, Jan-frederik Mai

    Out of stock

      Trusted by thousands of customers. See 2,385+ Customer Reviews

      View other formats and editions of Simulating Copulas: Stochastic Models, Sampling by Matthias Scherer

      Publisher: Imperial College Press
      Publication Date: Publication Date: 29/08/2012
      ISBN13: 9781848168749, 978-1848168749
      ISBN10: 1848168748

      Description

      Book Synopsis
      This book provides the reader with a 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 advanced undergraduate or graduate students with a firm background in stochastics. Alongside the theoretical foundation, ready-to-implement algorithms and many examples make this book a valuable tool for anyone who is applying the methodology.

      Table of Contents
      General Introduction to Copulas; Univariate Sampling Schemes; Introduction to Monte Carlo Techniques; Elliptical Copulas; Archimedean Copulas; Marshall-Olkin Copulas; Pair-Copula Construction; Applications.

      Recently viewed products

      © 2026 Book Curl

        • American Express
        • Apple Pay
        • Diners Club
        • Discover
        • Google Pay
        • Maestro
        • Mastercard
        • PayPal
        • Shop Pay
        • Union Pay
        • Visa

        Login

        Forgot your password?

        Don't have an account yet?
        Create account