Simulating Copulas: Stochastic Models, Sampling Algorithms, And Applications by Jan-Frederik Mai, Matthias Scherer (Hardback, 2012)

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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.).