Principles of Copula Theory

Principles of Copula Theory explores the state of the art on copulas and provides you with the foundation to use copulas in a variety of applications. Throughout the book, historical remarks and further readings highlight active research in the field, including new results, streamlined presentations, and new proofs of old results.

After covering the essentials of copula theory, the book addresses the issue of modeling dependence among components of a random vector using copulas. It then pres...