| | Top Ten 20 Most Cited Books within Credit:Other PapersUsing 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 29-September-2010. | Cited in 14 OTHER papers |  | Options, Futures and Other Derivatives
by John C. Hull,
Prentice Hall, (February 12, 2011), Hardcover, 864 pages.
Amazon: Sales Rank= #4,004; Reviews=  (75). | | Cited in 13 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= #267,373; Reviews=  (5). | | Cited in 11 OTHER papers |  | 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). | | Cited in 10 OTHER papers |  | Introduction to Credit Risk Modeling, Second Edition
by Christian Bluhm, Ludger Overbeck, and Christoph Wagner,
Chapman & Hall/CRC, (June 2, 2010), Hardcover, 384 pages.
Amazon: Sales Rank= #813,661; No customer reviews yet. | | Cited in 9 OTHER papers |  | 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. | | 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= #340,665; Reviews= (7). | | Cited in 8 OTHER papers |  | Modelling Extremal Events for Insurance and Finance
by Paul Embrechts, Claudia Klüppelberg, and Thomas Mikosch,
Springer, (October 15, 2004), Hardcover, 655 pages.
Amazon: Sales Rank= #705,714; Reviews=  (4). | | Cited in 7 OTHER papers |  | 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). | | Cited in 7 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= #131,386; Reviews= (11). | | Cited in 7 OTHER papers |  | Monte Carlo Methods in Financial Engineering
by Paul Glasserman,
Springer, (August 7, 2003), Hardcover, 602 pages.
Amazon: Sales Rank= #182,824; Reviews=  (21). | | Cited in 6 OTHER papers |  | Credit Risk Management In and Out of the Financial Crisis: New Approaches to Value at Risk and Other Paradigms
by Anthony Saunders, Linda Allen,
Wiley, (May 3, 2010), Hardcover, 380 pages.
Amazon: Sales Rank= #549,048; No customer reviews yet. | | Cited in 6 OTHER papers |  | Econometric Analysis
by William H. Greene,
Prentice Hall, (August 17, 2007), Hardcover, 1216 pages.
Amazon: Sales Rank= #143,372; Reviews=  (61). | | Cited in 6 OTHER papers |  | Statistical Models Based on Counting Processes
by Per K. Andersen, Ornulf Borgan, Richard D. Gill, and Niels Keiding,
Springer, (December 20, 1996), Paperback, 767 pages.
Amazon: Sales Rank= #421,128; Reviews= (3). | | Cited in 6 OTHER papers |  | Markov Chains
by James R. Norris,
Cambridge University Press, (July 28, 1998), Paperback, 256 pages.
Amazon: Sales Rank= #224,616; Reviews= (5). | | Cited in 6 OTHER papers |  | Economic Capital: A Practitioner Guide
by Ashish Dev (Editor),
Risk Books, (September 1, 2004), Hardcover, 332 pages.
Amazon: Sales Rank= #873,362; Reviews= (2). | | Cited in 5 OTHER papers |  | 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). | | Cited in 5 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= #99,055; Reviews= (9). | | Cited in 5 OTHER papers |  | Dynamic Asset Pricing Theory
by Darrell Duffie,
Princeton University Press, (November 1, 2001), Hardcover, 471 pages.
Amazon: Sales Rank= #501,849; Reviews= (7). | | Cited in 5 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= #151,644; Reviews= (2). | | Cited in 5 OTHER papers |  | Martingale Methods in Financial Modelling
by Marek Musiela, Marek Rutkowski,
Springer, (November 1, 2008), Hardcover, 636 pages.
Amazon: Sales Rank= #640,316; Reviews= (8). |
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