Introduction to Copulas

This is a really useful high level introductory, articulated clearly, which has helped me a lot to understand the overall objectives and applications of copula, and I can now follow my course materials. Thank you MJ!

Handwriting slides are not convenient. It makes the course amateur. I would like to take the course notes as a pdf. Unfortunately, there is nothing to download.

This course covers some basic copulas used but it has numerous errors in the formulae (F(x,y), S(x,y), and the definitions of the Gumbel, Maximum copulas). It presents formulae and talks about things at a very high level and throws in some graphs - but ultimately you're left with no real feeling for what the graphs represent and why the results are what they are and what the copulas are used for (besides the Gumbel). It was nice though to have a little history on the people behind the copulas and how they were misused in the 2008 financial crash.

This course is good and if we have more practical oriented using R then it will be very helpful. Recording is not clear as voice is not audible

I really enjoyed the introductory course. Please think about doing a full Copulas course with R examples it would really help.