London : Imperial College Press ; Hackensack, NJ : World Scientific, c2012.
xiv, 295 p. : ill ; 24 cm.
Includes bibliographical references (p. 283-292) and index.
This tome 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.