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

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