Re: [R] Need good Reference Material and Reading about Gaussian Copulas

From: Albicelli, Nicholas \(Exchange\) <NAlbicelli_at_bear.com>
Date: Wed, 12 Dec 2007 11:23:16 -0500


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: r-help-bounces_at_r-project.org [mailto:r-help-bounces_at_r-project.org] On Behalf Of ngottlieb_at_marinercapital.com Sent: Wednesday, December 12, 2007 10:25 AM To: R-help_at_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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