{"product_id":"9789813149267","title":"Simulating Copulas: Stochastic Models, Sampling Algorithms, And Applications (Second Edition): Stochastic Models, Sampling Algorithms, and Applications","description":"\u003cp\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. General Introduction to Copulas; Univariate Sampling Schemes; Introduction to Monte Carlo Techniques; Elliptical Copulas; Archimedean Copulas; Marshall-Olkin Copulas; Pair-Copula Construction; Applications.\u003c\/p\u003e","brand":"World Scientific Publishing Company, Incorporated","offers":[{"title":"Default Title","offer_id":47143811645680,"sku":"9789813149267","price":70.0,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0737\/7593\/9824\/files\/9789813149267_p0.jpg?v=1763691426","url":"https:\/\/shop-qa.barnesandnoble.com\/products\/9789813149267","provider":"Barnes \u0026 Noble (DEV)","version":"1.0","type":"link"}