TY  - BOOK
AU  - Mai,Jan-Frederik
AU  - Scherer,Matthias
TI  - Simulating copulas: stochastic models, sampling algorithms, and applications 
T2  - Series in quantitative finance
SN  - 9781848168749 (hbk.)
U1  - 000SA.07 23
PY  - 2012///
CY  - London
PB  - Imperial College Press
KW  - Copulas (Mathematical statistics)
KW  - Stochastic models
N1  - Includes bibliographical references and index; 1. Introduction --
2. Archimedean copulas --
3. Marshall-Olkin copulas --
4. Elliptical copulas --
5. Pair copula constructions --
6. Sampling univariate random variables --
7. The Monte Carlo method.
N2  - This book provides the reader with a background on simulating copulas and multivariate distribution in general. It unifies the scattered literature on the simulation of various families of copulas as well as on different construction principles
ER  -