An Introduction to Copulas (Lecture Notes in Statistics)

Rating:
Summary: Copula theory - an excellent introduction
Review: This is a great introduction to the area for those already possessing good mathematical ability and knowledge of distribution theory. All the seminal theorems and references are in here and the reader would be wise to check them out. Well written and communicated, didn't find any typo's. Enjoyed it. This area is fast growing in the area of mathematical finance.