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In probability theory and statistics, a copula is a multivariate cumulative distribution function for which the marginal probability distribution of each variable is uniform on the interval [0, 1]. Copulas are used to describe / model the dependence (inter-correlation) between random variables.
Their name, introduced by applied mathematician Abe Sklar in 1959, comes from the Latin for "link" or "tie", similar but only metaphorically related to grammatical copulas in linguistics. Copulas have been used widely in quantitative finance to model and minimize tail risk
and portfolio-optimization applications.
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