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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).

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: 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).

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.

An Introduction to Copulas
by Roger B. Nelsen,
Springer, (January 13, 2006), Hardcover, 270 pages.
Amazon: Sales Rank= #577,579; Reviews= (4).

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).

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).

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.

Multivariate Models and Dependence Concepts
by Harry Joe,
Chapman & Hall/CRC, (May 1, 1997), Hardcover, 424 pages.
Amazon: Sales Rank= #865,238; Reviews= (1).

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).

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.

Dynamic Asset Pricing Theory
by Darrell Duffie,
Princeton University Press, (November 1, 2001), Hardcover, 471 pages.
Amazon: Sales Rank= #501,849; Reviews= (7).

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.

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

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).

Risk Management: Value at Risk and Beyond
by Michael A. H. Dempster,
Cambridge University Press, (December 15, 2001), Hardcover, 450 pages.
Amazon: Sales Rank= #2,579,007; No customer reviews yet.

Econometric Analysis
by William H. Greene,
Prentice Hall, (August 17, 2007), Hardcover, 1216 pages.
Amazon: Sales Rank= #143,372; Reviews= (61).

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).

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.

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).

Managing Credit Risk: The Great Challenge for Global Financial Markets
by John B. Caouette, Edward I. Altman, Paul Narayanan, Robert Nimmo,
Wiley, (May 16, 2008), Hardcover, 656 pages.
Amazon: Sales Rank= #609,295; Reviews= (1).

Financial Modelling with Jump Processes
by Rama Cont, Peter Tankov,
Chapman & Hall/CRC, (December 30, 2003), Hardcover, 552 pages.
Amazon: Sales Rank= #253,763; Reviews= (5).

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).

Monte Carlo Methods in Financial Engineering
by Paul Glasserman,
Springer, (August 7, 2003), Hardcover, 602 pages.
Amazon: Sales Rank= #182,824; Reviews= (21).

Séminaire de Probabilités XLII
by Catherine Donati-Martin (Editor), Michel Émery (Editor), Alain Rouault (Editor), Christophe Stricker (Editor),
Springer, (June 29, 2009), Paperback, 449 pages.
Amazon: Sales Rank= #275,954; No customer reviews yet.

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= #24,339; Reviews= (11).

Handbook of Mathematical Functions: with Formulas, Graphs, and Mathematical Tables
by Milton Abramowitz (Editor), Irene A. Stegun (Editor),
Dover Publications, (June 1, 1965), Paperback, 1046 pages.
Amazon: Sales Rank= #163,069; Reviews= (17).

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).