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Today's Featured Book

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

Fitch Quantitative Financial Research (QFR)
Training Discounted for DefaultRisk.com visitors only:

The Mathematics of Credit Derivatives: The Essential Credit Modelling and Pricing Companion
by Philipp J. Schönbucher,
WBS Training, August 2003, DVD / Interactive CD-ROM
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Books Referenced in a Research Paper

The goal in showing referenced books is to allow 1,400+ researchers to "vote" on what books they've found useful – and implicitly – what books would be useful for other people to read.  Please see the list of the most referenced books.

How are these books selected?

The authors (of currently about 1,300 research papers) often cite books in the "References" section of their papers. If those books are in print, I list them.

What about more recent editions to a book?

My intent is to reference the most recent edition of a book regardless of the author's specification that he used "the Nth  edition".  The difficulty is that new editions may appear after I've done my posting.  If you notice that I've fallen behind, then I would be grateful for you to contact me.

Why are some referenced books not shown?

Books might not be shown for three reasons:

  • They are old and out of print.
  • They are so obscure that Amazon doesn't carry them (an uncommon event).
  • The author's reference was insufficient/cryptic and I couldn't identify the book.

Why do some research papers not show books?

A significant proportion of research papers (33.7%) do not reference any books that are still in print.

Why is Amazon the vendor?

Five reasons really:

  • They carry the largest number of titles.
  • They consistently rank highly in customer service.
  • They now ship internationally.
  • They have generally very competitive prices.
  • DefaultRisk.com earns a few pennies commission, which helps keep this site alive.

 

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Last modified: July 24, 2008