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Credit Risk: Modeling, Valuation and Hedging
by Tomasz R. Bielecki, Marek Rutkowski,
Springer, (March 5, 2004), Hardcover, 540 pages.
Amazon: Sales Rank= #722,509; Reviews= (4).

Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit
by Damiano Brigo, Fabio Mercurio,
Springer, (September 26, 2007), Hardcover, 981 pages.
Amazon: Sales Rank= #182,307; Reviews= (6).

Credit Derivatives Pricing Models: Model, Pricing and Implementation
by Philipp J. Schönbucher,
Wiley, (March 1, 2003), Hardcover, 600 pages.
Amazon: Sales Rank= #742,521; Reviews= (11).

Credit Risk Modeling: Theory and Applications
by David Lando,
Princeton University Press, (June 1, 2004), Hardcover, 320 pages.
Amazon: Sales Rank= #591,273; Reviews= (5).

Options, Futures and Other Derivatives
by John C. Hull,
Prentice Hall, (February 12, 2011), Hardcover, 864 pages.
Amazon: Sales Rank= #4,004; Reviews= (75).

Point Processes and Queues: Martingale Dynamics
by Pierre Bremaud,
Springer, (November 8, 2005), Hardcover, 354 pages.
Amazon: Sales Rank= #1,580,496; No customer reviews yet.

Credit Risk: Pricing, Measurement, and Management
by Darrell Duffie, Kenneth J. Singleton,
Princeton University Press, (January 6, 2003), Hardcover, 464 pages.
Amazon: Sales Rank= #267,373; Reviews= (5).

Brownian Motion and Stochastic Calculus
by Ioannis Karatzas, Steven E. Shreve,
Springer, (September 5, 2006), Hardcover, 470 pages.
Amazon: Sales Rank= #340,665; Reviews= (7).

Counterparty Credit Risk Modelling: Risk Management Pricing and Regulation
by Michael Pykhtin (Editor),
Risk Books, (December 14, 2005), Hardcover, 399 pages.
Amazon: Sales Rank= #1,421,728; Reviews= (1).

Stochastic Integration and Differential Equations: Version 2.1
by Philip E. Protter,
Springer, (February 19, 2010), Paperback, 436 pages.
Amazon: Sales Rank= #1,458,646; No customer reviews yet.

Mathematical Finance - Bachelier Congress 2000
by Helyette Geman (Editor), Dilip Madan (Editor), Stanley R. Pliska (Editor), and Ton Vorst (Editor),
Springer, (February 5, 2002), Hardcover, 521 pages.
Amazon: Sales Rank= #3,408,064; No customer reviews yet.

Credit: The Complete Guide to Pricing, Hedging and Risk Management
by Angelo Arvanitis (Editor), Jon Gregory (Editor),
Risk Books, (April 1, 2001), Hardcover, 424 pages.
Amazon: Sales Rank= #1,886,392; Reviews= (6).

Quantitative Risk Management: Concepts, Techniques, and Tools
by Alexander J. McNeil, Rudiger Frey, and Paul Embrechts,
Princeton University Press, (September 26, 2005), Hardcover, 608 pages.
Amazon: Sales Rank= #99,055; Reviews= (9).

Mathematics of Derivative Securities
by Michael A. H. Dempster, Stanley R. Pliska,
Cambridge University Press, (October 13, 1997), Hardcover, 600 pages.
Amazon: Sales Rank= #2,848,988; Reviews= (1).

Lévy Processes
by Jean Bertoin,
Cambridge University Press, (December 28, 1998), Paperback, 276 pages.
Amazon: Sales Rank= #538,292; No customer reviews yet.

Lévy Processes in Finance: Pricing Financial Derivatives
by Wim Schoutens,
Wiley, (April 24, 2003), Hardcover, 196 pages.
Amazon: Sales Rank= #460,533; Reviews= (5).

Paris-Princeton Lectures on Mathematical Finance 2003
by Tomasz R. Bielecki, Tomas Björk, Monique Jeanblanc, Marek Rutkowski, José A. Scheinkman, Wei Xiong,
Springer, (December 3, 2004), Paperback, 250 pages.
Amazon: Sales Rank= #2,749,742; Reviews= (1).

Numerical Methods for Finance
by John Miller (Editor), David Edelman (Editor), John Appleby (Editor),
Chapman & Hall/CRC, (September 21, 2007), Hardcover, 312 pages.
Amazon: Sales Rank= #1,630,966; No customer reviews yet.

Derivatives Trading and Option Pricing
by Nicholas Dunbar,
Risk Books, (March 1, 2005), Hardcover, 415 pages.
Amazon: Sales Rank= #2,543,988; No customer reviews yet.

Credit Risk: Models and Management
by David Shimko,
Risk Books, (April 1, 2004), Hardcover, 638 pages.
Amazon: Sales Rank= #2,284,353; Reviews= (1).