Simulating Copulas

Stochastic Models, Sampling Algorithms and Applications

af Matthias Scherer, m.fl.

Provides you with a background on simulating copulas and multivariate distributions in general. This title unifies the scattered literature on the simulation of various families of copulas (elliptical, Archimedean, Marshall-Olkin type, and more) as well as on different construction principles (factor models, pair-copula construction, and more).