"Clearly elucidates extreme financial risks associated with rare
events such as financial crashes. The highlight of the book is the
delineation of various copulas in conjunction with financial
dependences among different assets of a portfolio. In particular,
the insightful discussion on quadrant and orthant dependences casts
new light on the connection between marginal models and financial
dependence...brings a vivid portrayal of the subject." --
MATHEMATICAL REVIEWS
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