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

[Albicelli, Nicholas (Exchange)]

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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