Recipe for Disaster: The Formula That Killed Wall Street, Felix Salmon: Explores the history of David Li and the development and demise of the Gaussian Copula model, here.

The Economist defends the Gaussian Copula, here.

Zerohedge:  Hour in the life of CDX trading in Europe, here. One of a kind piece and exceptionally worth your time to read.

Basic explanation of CDOs from RGE monitor, here  - Note the age of these links, in credit this stuff has not traded  in any sort volume for many years. The CDO links are useful for getting context around the JPM credit batch performance. In Credit, learning Gaussian Copula in 2012 is kind of like learning how a record store works in 2012.

Markit 2008 Primer on Credit Indicies, here.

Creditflux.com, here –  Creditflux is the leading information source globally for credit trading and investing, credit derivatives, structured credit, distressed credit and credit research, publishing a monthly newsletter, online daily news and a comprehensive database of CDOs and credit hedge funds.

Kurzweil is very motivated to stay alive here is his website.