The best introduction to copulas I know, i.e. with rigour and intuition, is the following.

[THE QUANT CLASSROOM BY ATTILIO MEUCCI<br>
A Short, Comprehensive, Practical Guide to Copulas<br>
Visually introducing a powerful risk management tool to generalize and stress-test correlations][1]


  [1]: http://www.garp.org/media/691726/quant_classroom_oct2011.pdf