Copula Methods in Finance is the first book to address the mathematics of copula functions illustrated with finance applications. It explains copulas by means o

The latest tools and techniques for pricing and risk management This book introduces readers to the use of copula functions to represent the dynamics of financi

The recent financial crisis has highlighted the need for better valuation models and risk management procedures, better understanding of structured products, an

This is a succinct guide to the application and modelling of dependence models or copulas in the financial markets. First applied to credit risk modelling, copu