Among books on copulas, Nelsen (2006) covers the mathematics, while Cherubini et al (2004) offers the financial engineering perspective. This edited collection considers a greater variety of financial applications. There is a brief chapter introducing copulas, and another discusses practical challenges of fitting copulas to data. The rest of the book looks at financial applications, including aggregate market, credit and operational risks in economic capital calculations; credit risk modeling; value-at-risk; and financial engineering ...