DefaultRisk.com the web's biggest credit risk modeling resource.

Home Store Glossary Links Site Guide Search
Random Books

Up Most Viewed Books Most Cited Books Random Books

Submit Your Paper

Post Your Résumé

For Recruiters

Fitch Quantitative Financial Research (QFR)

In Rememberance: World Trade Center (WTC)

Random Books

Your feedback plus our research often reveal books that are quite interesting and often useful.  Yet, the books on this page seem to have no obvious category to sort them into in the organization of this website.  So, rather than discarding these book ideas, they are aggregated here for you to browse as you please.  Enjoy...

Support Vector Machines
Support Vector Machines

by Ingo Steinwart, Andreas Christmann, Springer, August 12, 2008, Hardcover, 602 pages
Modelling Single-name and Multi-name Credit Derivatives
Modelling Single-name and Multi-name Credit Derivatives

by
Dominic O'Kane, Wiley, August 25, 2008, Hardcover, 514 pages
The Definitive Guide to CDOs
The Definitive Guide to CDOs

by Gunter Meissner (Editor), Incisive Media, July 31, 2008, Hardcover, 350 pages
Bio-Inspired Credit Risk Analysis: Computational Intelligence with Support Vector Machines
Bio-Inspired Credit Risk Analysis: Computational Intelligence with Support Vector Machines

by Lean Yu, Shouyang Wang, Kin Keung Lai, Ligang Zhou, Springer, June 5, 2008, Hardcover, 244 pages
The Banker's Handbook on Credit Risk: Implementing Basel II
The Banker's Handbook on Credit Risk: Implementing Basel II

by Morton Glantz, Johnathan Mun, Academic Press, May 1, 2008, Hardcover, 432 pages
The Cognitive Style of PowerPoint: Pitching Out Corrupts Within
The Cognitive Style of PowerPoint: Pitching Out Corrupts Within

by Edward R. Tufte, Graphics Press, (2006), Paperback, 32 pages
Advanced Analytical Models, + DVD: Over 800 Models and 300 Applications from the Basel II Accord to Wall Street and Beyond
Advanced Analytical Models, + DVD: Over 800 Models and 300 Applications from the Basel II Accord to Wall Street and Beyond

by Johnathan Mun, Wiley, May 2, 2008, Hardcover, 1032 pages
Macrofinancial Risk Analysis
Macrofinancial Risk Analysis

by Dale Gray, Samuel W Malone, Wiley, May 16, 2008, Hardcover, 362 pages
Extreme Values, Regular Variation, and Point Processes
Extreme Values, Regular Variation, and Point Processes

by Sidney I. Resnick, Springer, November 26, 2007, Paperback, 320 pages
Statistics of Financial Markets: An Introduction
Statistics of Financial Markets: An Introduction

by Jürgen Franke, Wolfgang K. Härdle, and Christian M. Hafner, Springer, February 13, 2008, Paperback, 501 pages
Why Are There So Many Banking Crises?: The Politics and Policy of Bank Regulation
Why Are There So Many Banking Crises?: The Politics and Policy of Bank Regulation

by Jean-Charles Rochet, Princeton University Press, January 3, 2008, Hardcover, 336 pages
Proportional Hazards Regression
Proportional Hazards Regression

by John O'Quigley, Springer, February 6, 2008, Hardcover, 542 pages
Modeling, Measuring and Managing Risk
Modeling, Measuring and Managing Risk

by Georg Ch Pflug, Werner Romisch, World Scientific Publishing Company, August 13, 2007, Hardcover, 304 pages
Scenarios for Risk Management and Global Investment Strategies
Scenarios for Risk Management and Global Investment Strategies

by Rachel E. S. Ziemba, William T. Ziemba, Wiley, January 9, 2008, Hardcover, 334 pages
Mathematical and Statistical Methods for Insurance and Finance
Mathematical and Statistical Methods for Insurance and Finance

by Cira Perna (Editor), Marilena Sibillo (Editor), Springer, December 14, 2007, Hardcover, 210 pages
Rethinking Bank Regulation: Till Angels Govern
Rethinking Bank Regulation: Till Angels Govern

by James R. Barth, Gerard Caprio, Ross Levine, Cambridge University Press, May 12, 2008, Paperback, 448 pages
Risk Analysis: A Quantitative Guide, 3rd Ed.
Risk Analysis: A Quantitative Guide, 3rd Ed.

by David Vose, Wiley, May 19, 2008, Hardcover, 752 pages
Structured Products and Related Credit Derivatives: A Comprehensive Guide for Investors
Structured Products and Related Credit Derivatives: A Comprehensive Guide for Investors

by Brian P. Lancaster, Glenn M. Schultz, Frank J. Fabozzi, Wiley, April 25, 2008, Hardcover, 524 pages
Global Catastrophic Risks
Global Catastrophic Risks

by Martin J. Rees, Nick Bostrom, Milan Cirkovic, Oxford University Press, September 15, 2008, Hardcover, 550 pages
A Guide To Active Credit Portfolio Management
A Guide To Active Credit Portfolio Management

by Risk Books, August 31, 2008, Hardcover, 200 pages
Structured Finance and Collateralized Debt Obligations: New Developments in Cash and Synthetic Securitization
Structured Finance and Collateralized Debt Obligations: New Developments in Cash and Synthetic Securitization

by Janet M. Tavakoli, September 16, 2008, Hardcover, 454 pages
Basel II Implementation: A Guide to Developing and Validating a Compliant, Internal Risk Rating System
Basel II Implementation: A Guide to Developing and Validating a Compliant, Internal Risk Rating System

by Bogie Ozdemir, Peter Miu, McGraw-Hill, September 12, 2008, Hardcover, 480 pages
Essential Strategies for Financial Services Compliance
Essential Strategies for Financial Services Compliance

by Annie Mills, Wiley, September 29, 2008, Hardcover, 374 pages
The Handbook of Credit Portfolio Management
The Handbook of Credit Portfolio Management

by Greg N. Gregoriou, Christian Hoppe, McGraw-Hill, September 22, 2008, Hardcover, 504 pages
Applied Quantitative Finance
Applied Quantitative Finance

by Wolfgang K. Härdle (Editor), Nikolaus Hautsch (Editor), Ludger Overbeck (Editor), Springer, September 1, 2008, Hardcover, 448 pages
Martingale Methods in Financial Modelling
Martingale Methods in Financial Modelling

by Marek Musiela, Marek Rutkowski, Springer, November 1, 2008, Hardcover, 636 pages
Banking on Basel: The Future of International Financial Regulation
Banking on Basel: The Future of International Financial Regulation

by Daniel K. Tarullo, Peterson Institute, September 30, 2008, Paperback, 324 pages
Bailout: What the Rescue of Bear Stearns and the Credit Crisis Mean for Your Investments
Bailout: What the Rescue of Bear Stearns and the Credit Crisis Mean for Your Investments

by John Waggoner, Wiley, September 9, 2008, Hardcover, 196 pages
Frontiers in Quantitative Finance: Volatility and Credit Risk Modeling
Frontiers in Quantitative Finance: Volatility and Credit Risk Modeling

by Rama Cont (Editor), Wiley, November 10, 2008, Hardcover, 300 pages
The Concepts and Practice of Mathematical Finance
The Concepts and Practice of Mathematical Finance, 2nd Ed.

by Mark S. Joshi, Cambridge University Press, November 17, 2008, Hardcover, 560 pages
Concentration Risk in Credit Portfolios
Concentration Risk in Credit Portfolios

by Eva Lütkebohmert, Springer, November 1, 2008, Paperback, 226 pages
Credit Risk Management: Basic Concepts
Credit Risk Management: Basic Concepts

by Bart Baesens, Tony van Gestel, Lyn Thomas, Oxford University Press, January 5, 2009, Hardcover, 500 pages
Risk Assessment: Decisions in Banking and Finance
Risk Assessment: Decisions in Banking and Finance

by Editors: Georg Bol, Svetlozar T. Rachev, & Reinhold Würth, Physica-Verlag Heidelberg, December 1, 2008, Hardcover, 286 pages
Reverse Engineering Deals on Wall Street with Microsoft Excel: A Step-by-Step Guide
Reverse Engineering Deals on Wall Street with Microsoft Excel: A Step-by-Step Guide

by Keith A. Allman, Wiley, December 10, 2008, Paperback, 202 pages
Dear Mr. Buffett: What An Investor Learns 1,269 Miles From Wall Street
Dear Mr. Buffett: What An Investor Learns 1,269 Miles From Wall Street

by Janet M. Tavakoli, Wiley, January 9, 2009, Hardcover, 304 pages
CDS Delivery Option: Better Pricing of Credit Default Swaps
CDS Delivery Option: Better Pricing of Credit Default Swaps

by David Boberski, Bloomberg Press,
January 1, 2009, Hardcover, 240 pages
Rating Based Modeling of Credit Risk: Theory and Application of Migration Matrices
Rating Based Modeling of Credit Risk: Theory and Application of Migration Matrices

by Stefan Trueck, Svetlozar T. Rachev, Academic Press,
January 2, 2009, Hardcover, 280 pages
The Battle for Wall Street: Behind the Lines in the Struggle that Pushed an Industry into Turmoil
The Battle for Wall Street: Behind the Lines in the Struggle that Pushed an Industry into Turmoil

by Richard Goldberg, Wiley,
January 9, 2009, Hardcover, 240 pages
Mastering Credit Derivatives: A step-by-step guide to credit derivatives and structured credit (2nd Edition)
Mastering Credit Derivatives: A step-by-step guide to credit derivatives and structured credit (2nd Edition)

by Andrew Kasapis, FT Press,
January 12, 2009, Paperback, 296 pages
Pillar II in the New Basel Accord
Pillar II in the New Basel Accord

by Andrea Resti (Editor), Risk Publications,
December 31, 2008, Hardcover, 300 pages
Foundations of Financial Markets and Institutions (4th Edition)
Foundations of Financial Markets and Institutions (4th Edition)

by Frank J Fabozzi, Frank P Modigliani, Prentice Hall,
February 1, 2009, Hardcover, 696 pages
Anticipating Correlations: A New Paradigm for Risk Management
Anticipating Correlations: A New Paradigm for Risk Management

by Robert Engle, Princeton University Press,
February 8, 2009, Hardcover, 176 pages
The Rating Agencies and Their Credit Ratings: What They Are, How They Work, and Why They are Relevant
The Rating Agencies and Their Credit Ratings: What They Are, How They Work, and Why They are Relevant

by Herwig Langohr and Patricia Langohr, Wiley,
March 16, 2009, Hardcover, 524 pages
Risk Management for Central Banks and Other Public Investors
Risk Management for Central Banks and Other Public Investors

by Ulrich Bindseil (Editor), Fernando Gonzalez (Editor), Evangelos Tabakis (Editor), Cambridge University Press,
February 9, 2009, Hardcover, 540 pages
Mathematical Modelling and Numerical Methods in Finance
Mathematical Modelling and Numerical Methods in Finance

by Philippe G. Ciarlet, North Holland,
January 15, 2009, Hardcover, 684 pages
Active Credit Portfolio Management in Practice
Active Credit Portfolio Management in Practice

by Jeffrey R. Bohn, Roger M. Stein, Wiley,
April 6, 2009, Hardcover, 610 pages
Material Markets: How Economic Agents are Constructed
Material Markets: How Economic Agents are Constructed

by Donald MacKenzie, Oxford University Press,
March 8, 2009, Hardcover, 240 pages
Credit Risk Assessment: The New Lending System for Borrowers, Lenders, and Investors
Credit Risk Assessment: The New Lending System for Borrowers, Lenders, and Investors

by Clark R. Abrahams, Mingyuan Zhang, Wiley,
April 6, 2009, Hardcover, 306 pages
Financial Boom and Gloom: The Credit and Banking Crisis of 2007-2009 and Beyond
Financial Boom and Gloom: The Credit and Banking Crisis of 2007-2009 and Beyond

by Dimitris N. Chorafas, Palgrave Macmillan,
April 14, 2009, Hardcover, 240 pages
The Elements of Statistical Learning: Data Mining, Inference, and Prediction, 2nd Ed.
The Elements of Statistical Learning: Data Mining, Inference, and Prediction, 2nd Ed.

by Trevor Hastie, Robert Tibshirani, Jerome Friedman, Springer,
June 6, 2009, Hardcover, 746 pages
Financial Risk Manager Handbook 5th Edition with CD
Financial Risk Manager Handbook 5th Edition with CD

by Philippe Jorion, GARP (Global Association of Risk Professionals), Wiley,
May 4, 2009, Paperback, 752 pages
Malliavin Calculus for Lévy Processes with Applications to Finance
Malliavin Calculus for Lévy Processes with Applications to Finance

by Giulia Di Nunno, Bernt Øksendal, Frank Proske, Springer,
June 1, 2009, Paperback, 418 pages
Lévy Processes and Stochastic Calculus, 2nd Ed.
Lévy Processes and Stochastic Calculus, 2nd Ed.

by David Applebaum, Cambridge University Press,
May 11, 2009, Paperback, 490 pages
  

Gift Books

Even quants have birthdays.  Enjoy...

A Demon of Our Own Design: Markets, Hedge Funds, and the Perils of Financial Innovation
A Demon of Our Own Design: Markets, Hedge Funds, and the Perils of Financial Innovation

by Richard Bookstaber, John Wiley & Sons, April 17, 2007, Hardcover, 288 pages
When Genius Failed : The Rise and Fall of Long-Term Capital Management
When Genius Failed : The Rise and Fall of Long-Term Capital Management

by Roger Lowenstein, Random House, (October 9, 2001), Paperback, 288 pages.
Fischer Black and the Revolutionary Idea of Finance
Fischer Black and the Revolutionary Idea of Finance

by Perry Mehrling, Wiley, (June 24, 2005), Hardcover, 400 pages.
The Drunkard's Walk: How Randomness Rules Our Lives
The Drunkard's Walk: How Randomness Rules Our Lives

by Leonard Mlodinow, Pantheon, May 13, 2008, Paperback, 272 pages
Heard on the Street
Heard on the Street: Quantitative Questions from Wall Street Job Interviewsob Interviews

by Timothy Falcon Crack ,Timothy Crack, (December 2003), Paperback, 284 pages.
Fooled by Randomness, 2nd Updated Ed
Fooled by Randomness, Randomness,
2nd Edition
by Nassim Nicho, Random House, (August 23, 2005), Paperback, 368 pages.
The Black Swan: The Impact of the Highly Improbable
The Black Swan: The Impact of the Highly Improbable

by Nassim Nicholas Taleb, Random House, (April 17, 2007), Hardcover, 400 pages
The (Mis) Behavior of Markets: A Fractal View of Risk, Ruin And Reward
The (Mis) Behavior of Markets: A Fractal View of Risk, Ruin And Reward

by Benoit Mandelbrot and Richard L. Hudson, Perseus Books Group, (March 31, 2006), Hardcover, 328 pages.
The Drunkard's Walk: How Randomness Rules Our Lives
The Drunkard's Walk: How Randomness Rules Our Lives

by Leonard Mlodinow, Pantheon, May 13, 2008, Paperback, 272 pages
Plight of the Fortune Tellers: Why We Need to Manage Financial Risk Differently
Plight of the Fortune Tellers: Why We Need to Manage Financial Risk Differently

by Riccardo Rebonato, Princeton University Press, September 17, 2007, Hardcover, 304 pages

Older Books

The books below are older.  Many are only available used.  Some are no longer available on Amazon.com .

Credit Derivatives & Credit Linked Notes
Credit Derivatives & Credit Linked Notes: Trading & Management of Credit & Default Risk

by Satyajit Das (Editor), John Wiley & Sons, 2nd Ed., November 2000, Hardcover, 800 pages
Derivative Credit Risk 2nd Edition
Derivative Credit Risk: Further Advances in Measurement and Management, 2nd Edition

by David Lando (Editor), Risk Books, September 1999, Hardcover, 225 pages
Derivative Securities
Derivative Securities: The Complete Investor's Guide

by Robert Jarrow and Stuart Turnbull, South-Western Publications, July 1, 1999, Book & Disk edition, 602 pages
Credit Risk Modelling: The Cutting-edge Collection
Credit Risk Modelling: The Cutting-edge Collection - Technical Papers published in Risk 1999-2003

by Michael Gordy (Editor),, Risk Books, April 30, 2003, Hardcover, 278 pages
Credit Derivatives Pricing Models
Credit Ratings: Methodologies, Rationale and Default Risk

by Michael K. Ong, Risk Books, October 29, 2002, Hardcover, 535 pages
Lévy Processes and Infinitely Divisible Distributions
Lévy Processes and Infinitely Divisible Distributions

Edited by Ken-iti Sato, Cambridge University Press, (November 13, 1999), Hardcover, 498 pages
The Basel Handbook: A Guide for Financial Practitioners (2nd edition)
The Basel Handbook: A Guide for Financial Practitioners (2nd edition)

by Michael K. Ong (editor), Risk Books in association with KPMG, (December 18, 2006), Hard cover, 500 pages
Extremes and Integrated Risk Management
Extremes and Integrated Risk Management

by Risk Books, (July 2000), Hardcover, 397 pages
Bankruptcy & Distressed Restructurings: Analytical Issues and Investment Opportunities
Bankruptcy & Distressed Restructurings: Analytical Issues and Investment Opportunities

by Edward I. Altman (Editor), Beard Books, February 1999, Paperback, 432 pages
 

 

Home ] Up ]

Please contact me with problems or suggestions.
Copyright © 2000-2009 DefaultRisk.com
Last modified: July 18, 2009