Copulas have been a hot topic lately. Check out our latest video article on the differences between traditional correlation found in most Excel Monte-Carlo Tools and Copulas. Vose ModelRisk Industrial and Oracle Crystal Ball are used to make the comparison.
Please let us know your thoughts and comments.
http://www.crystalballservices.com/Resources/ConsultantsCornerBlog/EntryId/73/Copulas-Vs-Correlation.aspx
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