FRM Part 1 : Correlations Copulas - 7 (Quantitative Analysis)

Define copula and describe the key properties of copulas and copula correlation. Describe the Gaussian copula, Student’s t-copula, multivariate copula, and one-factor copula.

[@luizff6]

Best and most intuitive explanation I came accross regarding copulas. Thanks for the effort on this!

[@finRGB]

Thank you for the kind words, Luiz.

[@IcyCloverMing]

Thank you for the explaining. Very clear

[@kylegervers1731]

Thank you so much for this video. I needed to understand how certain analytical approaches in microbial ecology were being applied, and this video has helped a ton!

[@finRGB]

You're very welcome, Kyle.

[@nimishgupta5701]

Thank you so much sir . By far this is one of the best explanation I was looking for

[@mahavirgupta1266]

Outstanding sir it's very useful lecture I clearly understand Thank you sir

[@finRGB]

Thank you for the kind words, Mahavir.

[@ruturajpatwardhan8129]

Thank you Sir. Superb Explanation of application of Copulas. I have been finding it since long, but couldn't get it any where. Thank you.

[@finRGB]

Thank you for the appreciation, Ruturaj.

[@FelipeSJardim]

Thank you for the explanation! I may be misunderstanding. But did you say that if we have two dependent random variables that follows a normal distribution, the joint distribution will be a bivariate normal? But this is not always true correct?

[@syamsadan6411]

Explained very well. Thank you for the effort.

[@archilious]

Great explanation! tnx. However, the very definition of Copula itself is not defined. The sentence at 11:25 is not a mathematical definition of what a copula function (in terms of input output) is. But what it does and how it is used was explained in the best way. Thanks.

[@MsKkk2002]

Very clear illustration of a complex topic, thank you

[@finRGB]

Thank you for the appreciation.

[@nitinhotdude]

I have watched many videos on various concepts, but when I hear your explanations they are just too good. It shows the clarity in your thoughts. There is too much to learn from you sir.

[@finRGB]

Thank you Nitin for the kind words of appreciation.

[@martinsahmed9107]

God bless u sir

[@kobeofosu4409]

Awesome video , very clear explanation. Would have been great to have an example implementation in say excel for gaussian copula

[@finRGB]

Hello Kobe, sure will get a Excel based example working.

[@kobeofosu4409]

@@finRGB Awesome - thanks a lot

[@kobeofosu4409]

If I can ask a question, for gaussian copula when you get say C(0.35,0.40) as an example, how do you get the joint cdf for that copula point? Is that possible?

[@Glassful]

This guy is genious..

[@finRGB]

Thank you for the appreciation, Himanshu.

[@bhaktikasaar3115]

Amazing Explanation.... :)

[@finRGB]

Glad you liked the video, Mehul.

[@smrititiwari8243]

Thank you for the explanation !! Also your voice

[@finRGB]

You're welcome, Smriti.

[@alirezanooraei4055]

Great One! Thanks

[@jivillain]

You handsome writing is beautiful!

[@finRGB]

Thank you for the appreciation, Jian

[@piby1802]

Great Video. Thanks!

[@finRGB]

Thank you the appreciation.