1. Introduction -- 2. Basic concepts of dependence -- 3. Frčhet classes -- 4. Construction of multivariate distributions -- 5. Parametric families of copulas -- 6. Multivariate extreme value distributions -- 7. Multivariate discrete distributions -- 8. Multivariate models with serial dependence -- 9. Models from given conditional distributions -- 10. Statistical inference and computation -- 11. Data analysis and comparison of models.