Simulating copulas: stochastic models, sampling algorithms, and applications
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 (...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Singapore
World Scientific Publishing Co. Pte Ltd.
c2017
|
| Ausgabe: | 2nd ed |
| Schriftenreihe: | Series in quantitave finance
vol. 6 |
| Schlagworte: | |
| Online-Zugang: | FHN01 Volltext |
| Zusammenfassung: | 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 |
| Beschreibung: | Title from PDF title page (viewed September 2, 2017) |
| Beschreibung: | 1 online resource (357 p.) ill |
| ISBN: | 9789813149250 9813149256 |
Internformat
MARC
| LEADER | 00000nmm a2200000zcb4500 | ||
|---|---|---|---|
| 001 | BV044637427 | ||
| 003 | DE-604 | ||
| 005 | 00000000000000.0 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 171120s2017 |||| o||u| ||||||eng d | ||
| 020 | |a 9789813149250 |9 978-981-3149-25-0 | ||
| 020 | |a 9813149256 |9 981-3149-25-6 | ||
| 024 | 7 | |a 10.1142/10265 |2 doi | |
| 035 | |a (ZDB-124-WOP)000010265 | ||
| 035 | |a (OCoLC)1012670486 | ||
| 035 | |a (DE-599)BVBBV044637427 | ||
| 040 | |a DE-604 |b ger |e aacr | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-92 | ||
| 082 | 0 | |a 519.5/35 |2 23 | |
| 100 | 1 | |a Mai, Jan-Frederik |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Simulating copulas |b stochastic models, sampling algorithms, and applications |c Jan-Frederik Mai, Matthias Scherer ; with contributions by Claudia Czado...[et al.] |
| 250 | |a 2nd ed | ||
| 264 | 1 | |a Singapore |b World Scientific Publishing Co. Pte Ltd. |c c2017 | |
| 300 | |a 1 online resource (357 p.) |b ill | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 490 | 0 | |a Series in quantitave finance |v vol. 6 | |
| 500 | |a Title from PDF title page (viewed September 2, 2017) | ||
| 520 | |a 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 | ||
| 650 | 4 | |a Copulas (Mathematical statistics) | |
| 650 | 4 | |a Stochastic models | |
| 650 | 4 | |a Electronic books | |
| 650 | 0 | 7 | |a Kopula |g Mathematik |0 (DE-588)4529954-7 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Stochastisches Modell |0 (DE-588)4057633-4 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Kopula |g Mathematik |0 (DE-588)4529954-7 |D s |
| 689 | 0 | 1 | |a Stochastisches Modell |0 (DE-588)4057633-4 |D s |
| 689 | 0 | |8 1\p |5 DE-604 | |
| 700 | 1 | |a Scherer, Matthias |e Sonstige |4 oth | |
| 700 | 1 | |a Czado, Claudia |e Sonstige |4 oth | |
| 856 | 4 | 0 | |u http://www.worldscientific.com/worldscibooks/10.1142/10265#t=toc |x Verlag |z URL des Erstveroeffentlichers |3 Volltext |
| 912 | |a ZDB-124-WOP | ||
| 999 | |a oai:aleph.bib-bvb.de:BVB01-030035399 | ||
| 883 | 1 | |8 1\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
| 966 | e | |u http://www.worldscientific.com/worldscibooks/10.1142/10265#t=toc |l FHN01 |p ZDB-124-WOP |q FHN_PDA_WOP |x Verlag |3 Volltext | |
Datensatz im Suchindex
| _version_ | 1804178052872142848 |
|---|---|
| any_adam_object | |
| author | Mai, Jan-Frederik |
| author_facet | Mai, Jan-Frederik |
| author_role | aut |
| author_sort | Mai, Jan-Frederik |
| author_variant | j f m jfm |
| building | Verbundindex |
| bvnumber | BV044637427 |
| collection | ZDB-124-WOP |
| ctrlnum | (ZDB-124-WOP)000010265 (OCoLC)1012670486 (DE-599)BVBBV044637427 |
| dewey-full | 519.5/35 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.5/35 |
| dewey-search | 519.5/35 |
| dewey-sort | 3519.5 235 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| edition | 2nd ed |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02731nmm a2200517zcb4500</leader><controlfield tag="001">BV044637427</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">171120s2017 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9789813149250</subfield><subfield code="9">978-981-3149-25-0</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9813149256</subfield><subfield code="9">981-3149-25-6</subfield></datafield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1142/10265</subfield><subfield code="2">doi</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(ZDB-124-WOP)000010265</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)1012670486</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV044637427</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">aacr</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-92</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">519.5/35</subfield><subfield code="2">23</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Mai, Jan-Frederik</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Simulating copulas</subfield><subfield code="b">stochastic models, sampling algorithms, and applications</subfield><subfield code="c">Jan-Frederik Mai, Matthias Scherer ; with contributions by Claudia Czado...[et al.]</subfield></datafield><datafield tag="250" ind1=" " ind2=" "><subfield code="a">2nd ed</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Singapore</subfield><subfield code="b">World Scientific Publishing Co. Pte Ltd.</subfield><subfield code="c">c2017</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 online resource (357 p.)</subfield><subfield code="b">ill</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Series in quantitave finance</subfield><subfield code="v">vol. 6</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Title from PDF title page (viewed September 2, 2017)</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="a">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</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Copulas (Mathematical statistics)</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Stochastic models</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Electronic books</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Kopula</subfield><subfield code="g">Mathematik</subfield><subfield code="0">(DE-588)4529954-7</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Stochastisches Modell</subfield><subfield code="0">(DE-588)4057633-4</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Kopula</subfield><subfield code="g">Mathematik</subfield><subfield code="0">(DE-588)4529954-7</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Stochastisches Modell</subfield><subfield code="0">(DE-588)4057633-4</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="8">1\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Scherer, Matthias</subfield><subfield code="e">Sonstige</subfield><subfield code="4">oth</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Czado, Claudia</subfield><subfield code="e">Sonstige</subfield><subfield code="4">oth</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">http://www.worldscientific.com/worldscibooks/10.1142/10265#t=toc</subfield><subfield code="x">Verlag</subfield><subfield code="z">URL des Erstveroeffentlichers</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-124-WOP</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-030035399</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">1\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://www.worldscientific.com/worldscibooks/10.1142/10265#t=toc</subfield><subfield code="l">FHN01</subfield><subfield code="p">ZDB-124-WOP</subfield><subfield code="q">FHN_PDA_WOP</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield></record></collection> |
| id | DE-604.BV044637427 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:57:51Z |
| institution | BVB |
| isbn | 9789813149250 9813149256 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-030035399 |
| oclc_num | 1012670486 |
| open_access_boolean | |
| owner | DE-92 |
| owner_facet | DE-92 |
| physical | 1 online resource (357 p.) ill |
| psigel | ZDB-124-WOP ZDB-124-WOP FHN_PDA_WOP |
| publishDate | 2017 |
| publishDateSearch | 2017 |
| publishDateSort | 2017 |
| publisher | World Scientific Publishing Co. Pte Ltd. |
| record_format | marc |
| series2 | Series in quantitave finance |
| spelling | Mai, Jan-Frederik Verfasser aut Simulating copulas stochastic models, sampling algorithms, and applications Jan-Frederik Mai, Matthias Scherer ; with contributions by Claudia Czado...[et al.] 2nd ed Singapore World Scientific Publishing Co. Pte Ltd. c2017 1 online resource (357 p.) ill txt rdacontent c rdamedia cr rdacarrier Series in quantitave finance vol. 6 Title from PDF title page (viewed September 2, 2017) 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 Copulas (Mathematical statistics) Stochastic models Electronic books Kopula Mathematik (DE-588)4529954-7 gnd rswk-swf Stochastisches Modell (DE-588)4057633-4 gnd rswk-swf Kopula Mathematik (DE-588)4529954-7 s Stochastisches Modell (DE-588)4057633-4 s 1\p DE-604 Scherer, Matthias Sonstige oth Czado, Claudia Sonstige oth http://www.worldscientific.com/worldscibooks/10.1142/10265#t=toc Verlag URL des Erstveroeffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Mai, Jan-Frederik Simulating copulas stochastic models, sampling algorithms, and applications Copulas (Mathematical statistics) Stochastic models Electronic books Kopula Mathematik (DE-588)4529954-7 gnd Stochastisches Modell (DE-588)4057633-4 gnd |
| subject_GND | (DE-588)4529954-7 (DE-588)4057633-4 |
| title | Simulating copulas stochastic models, sampling algorithms, and applications |
| title_auth | Simulating copulas stochastic models, sampling algorithms, and applications |
| title_exact_search | Simulating copulas stochastic models, sampling algorithms, and applications |
| title_full | Simulating copulas stochastic models, sampling algorithms, and applications Jan-Frederik Mai, Matthias Scherer ; with contributions by Claudia Czado...[et al.] |
| title_fullStr | Simulating copulas stochastic models, sampling algorithms, and applications Jan-Frederik Mai, Matthias Scherer ; with contributions by Claudia Czado...[et al.] |
| title_full_unstemmed | Simulating copulas stochastic models, sampling algorithms, and applications Jan-Frederik Mai, Matthias Scherer ; with contributions by Claudia Czado...[et al.] |
| title_short | Simulating copulas |
| title_sort | simulating copulas stochastic models sampling algorithms and applications |
| title_sub | stochastic models, sampling algorithms, and applications |
| topic | Copulas (Mathematical statistics) Stochastic models Electronic books Kopula Mathematik (DE-588)4529954-7 gnd Stochastisches Modell (DE-588)4057633-4 gnd |
| topic_facet | Copulas (Mathematical statistics) Stochastic models Electronic books Kopula Mathematik Stochastisches Modell |
| url | http://www.worldscientific.com/worldscibooks/10.1142/10265#t=toc |
| work_keys_str_mv | AT maijanfrederik simulatingcopulasstochasticmodelssamplingalgorithmsandapplications AT scherermatthias simulatingcopulasstochasticmodelssamplingalgorithmsandapplications AT czadoclaudia simulatingcopulasstochasticmodelssamplingalgorithmsandapplications |