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Large Pool Gaussian Copula model for dummies

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jebus
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Joined: January 27th, 2005, 8:40 am

Large Pool Gaussian Copula model for dummies

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June 16th, 2005, 1:25 pm

Can anyone recommend a paper/book which explains the Large Pool Gaussian Copula model, besides Schoenbucher? I asked this in the student forum and got no answers, so I thought I'd try my luck in the technical forum.Thanks in advance...
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