{"product_id":"simulating-copulas","title":"Simulating Copulas","description":"\u003cul class=\"tabs\"\u003e\n\u003cli class=\"active\"\u003eDescription\u003c\/li\u003e\n\u003cli\u003eAbout the Authors\u003c\/li\u003e\n\u003c\/ul\u003e\n\u003cul class=\"tabs-content\"\u003e\n\u003cli class=\"active\"\u003e\n\u003cp\u003eThe 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.\u003c\/p\u003e\n\u003c\/li\u003e\n\u003cli\u003e\n\u003cp\u003e\u003cmeta charset=\"utf-8\"\u003e\u003cb\u003eDr Jan-Frederik Mai\u003c\/b\u003e\u003cspan\u003e works as quantitative analyst at XAIA Investment in Munich, and earned his PhD in Financial Mathematics at the Technical University of Munich. He has published research articles with a focus on financial applications, and also within the field of dependence modeling. In particular, he co-authored the book \u003c\/span\u003e\u003ci\u003eFinancial Engineering with Copulas Explained\u003c\/i\u003e\u003cspan\u003e.\u003c\/span\u003e\u003c\/p\u003e\n\u003cp\u003e\u003cspan\u003e\u003cmeta charset=\"utf-8\"\u003e\n\u003cb\u003eDr Matthias Scherer\u003c\/b\u003e is a Professor of Mathematical Finance at the Technical University of Munich. His research interests comprise various topics in Financial Mathematics, Actuarial Science, and Probability Theory. Concerning dependence modeling, he has published research articles on the construction, simulation, estimation, and application of copulas. He is an active member of the board of the DGVFM and serves as associate editor of the journal \u003ci\u003eDependence Modeling\u003c\/i\u003e. He co-authored the book \u003ci\u003eFinancial Engineering with Copulas Explained\u003c\/i\u003e.\u003c\/span\u003e\u003c\/p\u003e\n\u003c\/li\u003e\n\u003c\/ul\u003e","brand":"World Scientific","offers":[{"title":"Default Title","offer_id":32123240317041,"sku":"9789813149243","price":168.0,"currency_code":"SGD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0550\/0041\/products\/Simulating-Copulas-Stochastic-Models-Sampling-Algorithms-and-Applications-2nd-Edition-Jan-Frederik-Mai-Matthias-Scherer-00-resized.jpg?v=1602762214","url":"https:\/\/epigrambookshop.xyz\/products\/simulating-copulas","provider":"Epigram","version":"1.0","type":"link"}