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

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 book offers an overview of credit risk modeling and management. A three-step approach is adopted with the contents, after introducing the essential concepts

This latest addition to the Financial Engineering Explained series focuses on the new standards for derivatives valuation, namely, pricing and risk management t

This book introduces the main theoretical findings related to copulas and shows how statistical modeling of multivariate continuous distributions using copulas