Series in Quantitative Finance - Simulating Copulas
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9789813149243, 9789813149250

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Elliptical Copulas

Series in Quantitative Finance - Simulating Copulas ◽

10.1142/9789813149250_0004 ◽

2017 ◽

pp. 159-184

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Archimedean Copulas

Series in Quantitative Finance - Simulating Copulas ◽

10.1142/9789813149250_0002 ◽

2017 ◽

pp. 57-100

Keyword(s):

Archimedean Copulas

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Sampling Univariate Random Variables

Series in Quantitative Finance - Simulating Copulas ◽

10.1142/9789813149250_0006 ◽

2017 ◽

pp. 231-249

Keyword(s):

Random Variables

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Introduction

Series in Quantitative Finance - Simulating Copulas ◽

10.1142/9789813149250_0001 ◽

2017 ◽

pp. 1-56

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Pair Copula Constructions

Series in Quantitative Finance - Simulating Copulas ◽

10.1142/9789813149250_0005 ◽

2017 ◽

pp. 185-230

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The Monte Carlo Method

Series in Quantitative Finance - Simulating Copulas ◽

10.1142/9789813149250_0007 ◽

2017 ◽

pp. 251-266

Keyword(s):

Monte Carlo ◽

Monte Carlo Method ◽

The Monte Carlo Method

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Marshall–Olkin Copulas

Series in Quantitative Finance - Simulating Copulas ◽

10.1142/9789813149250_0003 ◽

2017 ◽

pp. 101-158

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Supplemental Material

Series in Quantitative Finance - Simulating Copulas ◽

10.1142/9789813149250_0009 ◽

2017 ◽

pp. 301-321

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BACK MATTER

Series in Quantitative Finance - Simulating Copulas ◽

10.1142/9789813149250_bmatter ◽

2017 ◽

pp. 323-338

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FRONT MATTER

Series in Quantitative Finance - Simulating Copulas ◽

10.1142/9789813149250_fmatter ◽

2017 ◽

pp. i-xvii

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