哇哈哈哈！金融危机与Copula
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内容提要
刚看到这么一则报导：Recipe for Disaster: The Formula That Killed Wall Street 话说David X. Li的高斯Copula模型毁了华尔街，进而导致全面金融危机，真是好笑，老夫甚为幸灾乐祸。看看Li的维基页面，其中有这么一句旁白： People got very excited about the Gaussian copula...
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