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Description
Simulating Copulas: Stoch Model, Sampl..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
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.Errata(s)Errata (128 KB)Shipping Notes
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★★★★★ 5
Spectacular story everyone should read
Format: Kindle
Although long, this book is simply a spectacular story that everyone should read. Even for the most informed, you will learn something new in every chapter. The 2008 financial crash is one of those rare events that will effect almost everyone on earth and certainly everyone in the US. As Tooze details, that crash is going to cost the US more than $20 trillion and has caused deep and dramatic social and political upheavals. The impact in Europe and around the world has been and continues to be no less far-reaching. For anyone who wants to understand the social, cultural, political and economic fault lines around the world today, this book is a must-read. It's deeply informed, comprehensive and insightful in surprising ways even for those who think they've already read everything worthwhile about the financial crash, economic crisis and political developments. Read it and then give it to someone else to read (or buy them one as a gift!).
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Reviewed in the United States on October 21, 2018
★★★★★ 5
Best book series for 8 year old
Format: Paperback
One of the first book series my 8 year old actually loves to read. Totally recommend
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Reviewed in the United States on May 29, 2026
★★★★★ 5
Book Club
Format: Paperback
I purchased 15 copies for a book club. The kids loved the book.
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Reviewed in the United States on May 19, 2026
★★★★★ 5
Read half of it in one night
Format: Paperback
We love Diane Alber books. My son read half of it in one night!
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Reviewed in the United States on April 26, 2026
★★★★★ 5
Magically delightful!
Format: Kindle
Dragon Diaries is an absolute delight! I enjoyed the pacing, the relationship with mom and son, and of course, the story line! I look forward to sharing it with my dragon loving grandkids!
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Reviewed in the United States on September 26, 2025
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