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I think theThe best introduction to copulas I know, i.e. with rigour and intuition, is the following.
THE QUANT CLASSROOM BY ATTILIO MEUCCI A Short, Comprehensive, Practical Guide to Copulas Visually introducing a powerful risk management tool to generalize and stress-test correlations
I think the best introduction to copulas I know, i.e. with rigour and intuition, is the following.
The best introduction to copulas I know, i.e. with rigour and intuition, is the following.
