### Table 1. Gaussian Copula Algorithm

"... In PAGE 6: ...Table 2. Gaussian Copula Algorithm in Matlab The Gaussian copula can be simulated using the algorithm in Table1 [Cherubini et al., 2004].... In PAGE 17: ...7 Expiry Time Variance JK JK2 Plain MC (d) Basket B3 Figure 8. Variance of the MC and IS algorithm as function of swap maturity Given the algorithm to simulate a T copula in Table 5, [Joshi and Kainth, 2004] remarks that at step 4 we are in the same situation of step 3 of the Gaussian copula simulation algorithm (see Table1 ). Indeed we can repeat the reasoning that led to the gaussian importance sampling algorithm.... ..."

### Table 3: Results for copula grammar

"... In PAGE 6: ... Table3 displays the results of the copula grammar. These results can be put in contrast with those obtained with a grammar that provides values that can be seen as baseline scores.... ..."

### Table 3: CDO margins (bp), Gaussian copula

2003

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### Table 4: CDO margins (bp), Clayton copula

2003

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### Table 4. Relational Processes Expressed by Copula Constructions in the Teacher Talk

"... In PAGE 13: ... lt; TABLE 4 gt; Finally, relational processes in both the textbook and the teacher talk are realized most often by a copula be. As Table4 shows, however, the textbook author uses a far wider range of ways of expressing relational meaning in the textbook than does the teacher. The teacher talk contains only the copula be and one other verb, look in look smaller.... ..."

### Table 1. Values of for the copula of the bivariate t-distribution for various values of , the degrees of freedom, and , the correlation. Last row represents the Gaussian copula.

2002

Cited by 67

### Table 3: Joint 1% quantile exceedance probabilities for multivariate Gaussian and t equicor- relation copulas with correlation parameter values of 0.5 and 0.7. For Gaussian copula the probability of joint quantile exceedance is given; for the t copulas the factors by which the Gaussian probability must be multiplied are given.

2005

"... In PAGE 7: ...elation copulas with correlation parameter values of 0.5 and 0.7. For Gaussian copula the probability of joint quantile exceedance is given; for the t copulas the factors by which the Gaussian probability must be multiplied are given. In Table3 we extend Table 2 to higher dimensions. We now focus only on joint ex- ceedances of the 1% (or 99% quantiles).... ..."

Cited by 9