Copula Models in Quantitative Finance: Dependence Structures, Tail Risk, and Portfolio Correlation Analysis

Elements of Copula Modeling with R (Use R!)

COPULA MODELING IN R FOR REAL-WORLD DATA: MULTIVARIATE DEPENDENCE, AND VINE COPULAS FOR FINANCE AND RISK ANALYSIS (REAL-WORLD DATA SCIENCE WITH R)

COPULA MODELING IN R FOR REAL-WORLD DATA: MULTIVARIATE DEPENDENCE, AND VINE COPULAS FOR FINANCE AND RISK ANALYSIS (REAL-WORLD DATA SCIENCE WITH R)

Credit Models and the Crisis: A Journey into CDOs, Copulas, Correlations and Dynamic Models (The Wiley Finance Series)