Encara no tenim significats per a "gaussian copula".
1He knew the correlations spat out by the Gaussian copula were a fantasy.
2His WIRED cover story on the Gaussian copula function was later turned into a tattoo.
3The Gaussian copula was, in hindsight, a disaster.
4To models such as the Gaussian copula, the message was clear: the housing market was getting safer and safer.
5"The Gaussian copula was the Black-Scholes for credit derivates," said Michel Crouhy, Li's boss at CIBC in the 1990s.