Preface to the First Edition	7
	Preface to the Second Edition	9
	Contents	10
	1 Introduction	13
	2 Definitions and Basic Properties	18
	2.1 Preliminaries	18
	2.2 Copulas	21
	2.3 Sklar’s Theorem	28
	2.4 Copulas and Random Variables	35
	2.5 The Fréchet-Hoeffding Bounds for Joint Distribution Functions	41
	2.6 Survival Copulas	43
	2.7 Symmetry	47
	2.8 Order	49
	2.9 Random Variate Generation	51
	2.10 Multivariate Copulas	53
	3 Methods of Constructing Copulas	61
	3.1 The Inversion Method	61
	3.2 Geometric Methods	69
	3.3 Algebraic Methods	99
	3.4 Copulas with Specified Properties	111
	3.5 Constructing Multivariate Copulas	115
	4 Archimedean Copulas	119
	4.1 Definitions	119
	4.2 One-parameter Families	124
	4.3 Fundamental Properties	125
	4.4 Order and Limiting Cases	145
	4.5 Two- parameter Families	151
	4.6 Multivariate Archimedean Copulas	161
	5 Dependence	166
	5.1 Concordance	166
	5.2 Dependence Properties	195
	5.3 Other Measures of Association	216
	5.4 Tail Dependence	223
	5.5 Median Regression	226
	5.6 Empirical Copulas	228
	5.7 Multivariate Dependence	231
	6 Additional Topics	235
	6.1 Distributions with Fixed Margins	235
	6.2 Quasi-copulas	244
	6.3 Operations on Distribution Functions	249
	6.4 Markov Processes	252
	References	258
	List of Symbols	269
	Index	271