| | Top Ten 20 Most Cited Books within Quantitative Methods 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 Quantitative Methods. 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 quantitative methods. Updated as of 29-September-2010. | Cited in 2 QUANT papers |  | An Introduction to Copulas
by Roger B. Nelsen,
Springer, (January 13, 2006), Hardcover, 270 pages.
Amazon: Sales Rank= #577,579; Reviews=  (4). | | Cited in 2 QUANT 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 2 QUANT 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 2 QUANT papers |  | Value at Risk, 3rd Ed.
by Philippe Jorion,
McGraw-Hill, (October 19, 2006), Hardcover, 600 pages.
Amazon: Sales Rank= #165,214; Reviews=  (3). | | Cited in 2 QUANT papers |  | The Political Economy of Emerging Markets: Actors, Institutions and Financial Crises in Latin America
by Javier Santiso,
, (March 24, 2005), Paperback, pages.
Amazon: Sales Rank= #1,138,616; Reviews= (2). | | Cited in 2 QUANT papers |  | A Practical Guide to Heavy Tails: Statistical Techniques and Applications
by Robert Adler (Editor), Raya Feldman (Editor), and Murad Taqqu (Editor),
Birkhäuser Boston, (October 26, 1998), Hardcover, 552 pages.
Amazon: Sales Rank= #1,048,219; Reviews=  (2). | | Cited in 2 QUANT papers |  | Robust Regression and Outlier Detection
by Peter J. Rousseeuw, Annick M. Leroy,
Wiley-Interscience, (October 3, 2003), Paperback, 360 pages.
Amazon: Sales Rank= #1,147,786; Reviews= (2). |
Fewer than "20" books may be shown (above) when all remaining cited books are only each represented by a single citation. |
