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

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

The Handbook of Financial Time Series gives an up-to-date overview of the field and covers all relevant topics both from a statistical and an econometrical poin

1. Introduction : Dependence modeling / D. Kurowicka -- 2. Multivariate copulae / M. Fischer -- 3. Vines arise / R.M. Cooke, H. Joe and K. Aas -- 4. Sampling co