{"product_id":"simulating-copulas-stochastic-models-sampling-algorithms-and-applications-9781848168749","title":"Simulating Copulas: Stochastic Models, Sampling","description":"\u003cb\u003eBook Synopsis\u003c\/b\u003e\u003cbr\u003eThis 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.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eTable of Contents\u003c\/b\u003e\u003cbr\u003eGeneral Introduction to Copulas; Univariate Sampling Schemes; Introduction to Monte Carlo Techniques; Elliptical Copulas; Archimedean Copulas; Marshall-Olkin Copulas; Pair-Copula Construction; Applications.","brand":"Imperial College Press","offers":[{"title":"Default Title","offer_id":51043020210519,"sku":"9781848168749","price":90.25,"currency_code":"GBP","in_stock":false}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0817\/1739\/5799\/files\/9781848168749.jpg?v=1750956692","url":"https:\/\/bookcurl.com\/products\/simulating-copulas-stochastic-models-sampling-algorithms-and-applications-9781848168749","provider":"Book Curl","version":"1.0","type":"link"}