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Macrofinancial Risk Analysis
by Dale Gray, Samuel W Malone, Wiley, May 16, 2008, Hardcover, 362 pages

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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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Top Ten 20 Most Cited Books within Credit:Other Papers

Using the same citations database used to compile the overall Most Referenced Books list, I then condition on just the subset of research papers listed within Other Credit. Such research is somewhat more focused, and so, the books listed here are more specifically relevant (and prioritized) to the needs of a researcher of other miscellaneous topics. Updated as of 28-June-2008.

Cited in 13 OTHER papers		Options, Futures and Other Derivatives by John C. Hull, Prentice Hall, (May 1, 2008), Hardcover, 744 pages. Amazon: Sales Rank= #39,194; Reviews= (67).
Cited in 11 OTHER papers		Credit Risk: Pricing, Measurement, and Management by Darrell Duffie, Kenneth J. Singleton, Princeton University Press, (January 6, 2003), Hardcover, 464 pages. Amazon: Sales Rank= #578,202; Reviews= (5).
Cited in 10 OTHER papers		Credit Risk: Modeling, Valuation and Hedging by Tomasz R. Bielecki, Marek Rutkowski, Springer, (March 5, 2004), Hardcover, 540 pages. Amazon: Sales Rank= #622,161; Reviews= (2).
Cited in 9 OTHER papers		Brownian Motion and Stochastic Calculus by Ioannis Karatzas, Steven E. Shreve, Springer, (September 5, 2006), Hardcover, 470 pages. Amazon: Sales Rank= #177,577; Reviews= (7).
Cited in 9 OTHER papers		An Introduction to Credit Risk Modeling by Christian Bluhm, Ludger Overbeck, and Christoph Wagner, Chapman & Hall/CRC, (September 27, 2002), Hardcover, 297 pages. Amazon: Sales Rank= #308,143; Reviews= (8).
Cited in 7 OTHER papers		Stochastic Integration and Differential Equations by Philip E. Protter, Springer, (May 24, 2005), Hardcover, 302 pages. Amazon: Sales Rank= #467,006; No customer reviews yet.
Cited in 7 OTHER papers		Markov Chains by James R. Norris, Cambridge University Press, (July 28, 1998), Paperback, 256 pages. Amazon: Sales Rank= #529,204; Reviews= (4).
Cited in 6 OTHER papers		Credit Derivatives Pricing Models: Model, Pricing and Implementation by Philipp J. Schönbucher, Wiley, (March 1, 2003), Hardcover, 600 pages. Amazon: Sales Rank= #148,095; Reviews= (9).
Cited in 6 OTHER papers		Credit Risk Measurement: New Approaches to Value at Risk and Other Paradigms by Anthony Saunders, Linda Allen, Wiley, (February 1, 2001), Hardcover, 288 pages. Amazon: Sales Rank= #581,814; Reviews= (4).
Cited in 6 OTHER papers		Econometric Analysis by William H. Greene, Prentice Hall, (August 17, 2007), Hardcover, 1216 pages. Amazon: Sales Rank= #110,543; Reviews= (50).
Cited in 5 OTHER papers		Dynamic Asset Pricing Theory by Darrell Duffie, Princeton University Press, (November 1, 2001), Hardcover, 471 pages. Amazon: Sales Rank= #298,177; Reviews= (6).
Cited in 5 OTHER papers		Martingale Methods in Financial Modelling by Marek Musiela, Marek Rutkowski, Springer, (June 11, 2007), Hardcover, 636 pages. Amazon: Sales Rank= #361,253; Reviews= (7).
Cited in 5 OTHER papers		The Essentials of Risk Management by Michel Crouhy, Dan Galai, and Robert Mark, McGraw-Hill, (December 14, 2005), Hardcover, 416 pages. Amazon: Sales Rank= #23,325; Reviews= (3).
Cited in 5 OTHER papers		Monte Carlo Methods in Financial Engineering by Paul Glasserman, Springer, (August 7, 2003), Hardcover, 602 pages. Amazon: Sales Rank= #21,668; Reviews= (19).
Cited in 5 OTHER papers		Limited-Dependent and Qualitative Variables in Econometrics by G. S. Maddala, Cambridge University Press, (June 27, 1986), Paperback, 401 pages. Amazon: Sales Rank= #368,746; Reviews= (5).
Cited in 5 OTHER papers		Economic Capital: A Practitioner Guide by Ashish Dev (Editor), Risk Books, (September 1, 2004), Hardcover, 332 pages. Amazon: Sales Rank= #837,519; Reviews= (2).
Cited in 4 OTHER papers		Credit Risk Modeling: Theory and Applications by David Lando, Princeton University Press, (June 1, 2004), Hardcover, 320 pages. Amazon: Sales Rank= #483,082; Reviews= (4).
Cited in 4 OTHER papers		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= #62,310; Reviews= (8).
Cited in 4 OTHER papers		Risk Management: Value at Risk and Beyond by Michael A. H. Dempster, Cambridge University Press, (December 15, 2001), Hardcover, 450 pages. Amazon: Sales Rank= #2,023,286; No customer reviews yet.
Cited in 4 OTHER papers		Corporate Financial Distress and Bankruptcy: Predict and Avoid Bankruptcy, Analyze and Invest in Distressed Debt by Edward I. Altman, Edith Hotchkiss, Wiley, (December 2, 2005), Hardcover, 368 pages. Amazon: Sales Rank= #39,159; Reviews= (2).