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Featured Book

Interest Rate Models -- Theory and Practice: With Smile, Inflation and Credit, 2^nd Edition
by Damiano Brigo and Fabio Mercurio, Springer, (May 19, 2006), Hardcover, 981 pages

Credit Risk: Modeling, Valuation and Hedging
by Tomasz R. Bielecki, Marek Rutkowski,
Springer, (March 5, 2004), Hardcover, 540 pages.
Amazon: Sales Rank= #354,927; Reviews= (2).

Credit Derivatives Pricing Models: Model, Pricing and Implementation
by Philipp J. Schönbucher,
Wiley, (March 1, 2003), Hardcover, 600 pages.
Amazon: Sales Rank= #318,111; Reviews= (9).

Credit Risk: Pricing, Measurement, and Management
by Darrell Duffie, Kenneth J. Singleton,
Princeton University Press, (January 6, 2003), Hardcover, 464 pages.
Amazon: Sales Rank= #144,490; Reviews= (5).

Stochastic Integration and Differential Equations
by Philip E. Protter,
Springer, (May 24, 2005), Hardcover, 302 pages.
Amazon: Sales Rank= #202,879; No customer reviews yet.

An Introduction to Copulas
by Roger B. Nelsen,
Springer, (January 13, 2006), Hardcover, 270 pages.
Amazon: Sales Rank= #176,780; Reviews= (2).

Options, Futures and Other Derivatives
by John C. Hull,
Prentice Hall, (June 10, 2005), Hardcover, 816 pages.
Amazon: Sales Rank= #16,406; Reviews= (66).

Credit Risk Modeling: Theory and Applications
by David Lando,
Princeton University Press, (June 1, 2004), Hardcover, 320 pages.
Amazon: Sales Rank= #512,689; Reviews= (4).

Multivariate Models and Dependence Concepts
by Harry Joe,
Chapman & Hall/CRC, (May 1, 1997), Hardcover, 424 pages.
Amazon: Sales Rank= #650,579; No customer reviews yet.

Brownian Motion and Stochastic Calculus
by Ioannis Karatzas, Steven E. Shreve,
Springer, (September 5, 2006), Hardcover, 470 pages.
Amazon: Sales Rank= #203,801; Reviews= (7).

Dynamic Asset Pricing Theory
by Darrell Duffie,
Princeton University Press, (November 1, 2001), Hardcover, 471 pages.
Amazon: Sales Rank= #134,297; Reviews= (6).

Point Processes and Queues: Martingale Dynamics
by Pierre Bremaud,
Springer, (November 8, 2005), Hardcover, 354 pages.
Amazon: Sales Rank= #913,592; No customer reviews yet.

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= #32,251; Reviews= (8).

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= #26,984; Reviews= (8).

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= #70,569; Reviews= (4).

Risk Management: Value at Risk and Beyond
by Michael A. H. Dempster,
Cambridge University Press, (December 15, 2001), Hardcover, 450 pages.
Amazon: Sales Rank= #1,963,619; No customer reviews yet.

Econometric Analysis
by William H. Greene,
Prentice Hall, (August 17, 2007), Hardcover, 1216 pages.
Amazon: Sales Rank= #53,014; Reviews= (50).

Mastering Risk: Volume 2 - Applications: Your Single-Source Guide to Becoming a Master of Risk
by Carol Alexander,
Financial Times/Prentice Hall, (October 2, 2001), Paperback, 256 pages.
Amazon: Sales Rank= #1,094,412; No customer reviews yet.

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= #37,096; Reviews= (2).

Numerical Recipes 3rd Edition: The Art of Scientific Computing
by William H. Press, Saul A. Teukolsky, William T. Vetterling, and Brian P. Flannery,
Cambridge University Press, (September 10, 2007), Hardcover, 1256 pages.
Amazon: Sales Rank= #13,691; Reviews= (5).

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= #471,558; Reviews= (3).

Credit Risk: Models and Management
by David Shimko,
Risk Books, (April 1, 2004), Hardcover, 638 pages.
Amazon: Sales Rank= #1,230,774; Reviews= (1).

Mathematics of Derivative Securities
by Michael A. H. Dempster, Stanley R. Pliska,
Cambridge University Press, (October 13, 1997), Hardcover, 600 pages.
Amazon: Sales Rank= #1,862,848; Reviews= (1).

Managing Credit Risk: The Next Great Financial Challenge
by John B. Caouette, Edward I. Altman, and Paul Narayanan,
Wiley, (November 3, 1998), Hardcover, 464 pages.
Amazon: Sales Rank= #624,907; Reviews= (8).

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= #7,003; Reviews= (6).

Martingale Methods in Financial Modelling
by Marek Musiela, Marek Rutkowski,
Springer, (June 11, 2007), Hardcover, 636 pages.
Amazon: Sales Rank= #153,332; Reviews= (7).

Copula Methods in Finance
by Umberto Cherubini, Elisa Luciano, and Walter Vecchiato,
Wiley, (July 23, 2004), Hardcover, 310 pages.
Amazon: Sales Rank= #716,923; Reviews= (3).

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= #2,840,565; No customer reviews yet.

Value at Risk, 3rd Ed.
by Philippe Jorion,
McGraw-Hill, (October 19, 2006), Hardcover, 600 pages.
Amazon: Sales Rank= #17,378; Reviews= (2).

Limit Theorems for Stochastic Processes
by Jean Jacod, Albert N. Shiryaev,
Springer, (December 16, 2002), Hardcover, 661 pages.
Amazon: Sales Rank= #735,175; Reviews= (1).

Internal Credit Risk Models: Capital Allocation and Performance Measurement
by Michael K. Ong (Editor),
Risk Books, (January 5, 1999), Hardcover, 372 pages.
Amazon: Sales Rank= #382,235; Reviews= (3).