Simulating Copulas: Stochastic Models, Sampling Algorithms, And Applications (Second Edition)

'The book remains a valuable tool both for statisticians who are already familiar with the theory of copulas and just need to develop sampling algorithms, and for practitioners who want to learn copulas and implement the simulation techniques needed to exploit the potential of copulas in applications.'<div style='text-align: right;'>Mathematical Reviews</div>The book provides the background on simulating copulas and multivariate distributions in general. It unifies the scattered lite