www.defaultrisk.com <http://www.defaultrisk.com/> has good resources (albeit as applied to structured credit) - do a search on "CDO copula"
HTH -----Original Message----- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of [EMAIL PROTECTED] Sent: Wednesday, December 12, 2007 10:25 AM To: R-help@r-project.org Subject: [R] Need good Reference Material and Reading about Gaussian Copulas Can anyone advise me on some pratical papers or books On Gaussian Copulas? Anything in the genre of Copulas Dummies Would be a help. As simpe, and approachable with minimal pedantic style. Thanks, Neil -------------------------------------------------------- This information is being sent at the recipient's reques...{{dropped:16}} ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
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______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.