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Top Ten 20 Most Cited Books within Recoveries/LGD 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 Recoveries/LGD. Such research is somewhat more focused, and so, the books listed here are more specifically relevant (and prioritized) to the needs of a recoveries (LGD) researcher. Updated as of 29-September-2010.

Cited in 10 RECOV papersRecovery Risk: The next challenge in credit risk management

Recovery Risk: The next challenge in credit risk management
by Edward Altman (Editor), Andrea Resti (Editor), and Andrea Sironi (Editor),
Risk Books, (June 1, 2005), Hardcover, 364 pages.
Amazon: Sales Rank= #1,361,373; Reviews= (1).

Cited in 7 RECOV papersCredit Derivatives Pricing Models: Model, Pricing and Implementation

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 6 RECOV papersCredit Risk: Models and Management

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

Cited in 5 RECOV papersCredit Risk Modeling: Theory and Applications

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 RECOV papersDistressed Securities: Analyzing and Evaluating Market Potential and Investment Risk

Distressed Securities: Analyzing and Evaluating Market Potential and Investment Risk
by Edward I. Altman,
Beard Books, (January 1, 1999), Paperback, 234 pages.
Amazon: Sales Rank= #741,353; Reviews= (3).

Cited in 4 RECOV papersCredit Risk Management In and Out of the Financial Crisis: New Approaches to Value at Risk and Other Paradigms

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 4 RECOV papersThe Logic and Limits of Bankruptcy Law

The Logic and Limits of Bankruptcy Law
by Thomas H. Jackson,
Beard Books, (October 1, 2001), Paperback, 300 pages.
Amazon: Sales Rank= #1,079,936; No customer reviews yet.

Cited in 3 RECOV papersCredit Risk: Pricing, Measurement, and Management

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 3 RECOV papersOptions, Futures and Other Derivatives

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 3 RECOV papersCorporate Financial Distress and Bankruptcy: Predict and Avoid Bankruptcy, Analyze and Invest in Distressed Debt

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 3 RECOV papersGeneralized Linear Models, Second Edition

Generalized Linear Models, Second Edition
by P. McCullagh, John A. Nelder,
Chapman & Hall/CRC, (August 1, 1989), Hardcover, 532 pages.
Amazon: Sales Rank= #426,800; Reviews= (5).

Cited in 3 RECOV papersHigh Yield Bonds: Market Structure, Valuation, and Portfolio Strategies

High Yield Bonds: Market Structure, Valuation, and Portfolio Strategies
by Theodore Barnhill, Mark Shenkman, and William Maxwell,
McGraw-Hill, (March 31, 1999), Hardcover, 574 pages.
Amazon: Sales Rank= #511,774; Reviews= (5).

Cited in 3 RECOV papersThe Vulture Investors, Revised and Updated

The Vulture Investors, Revised and Updated
by Hilary Rosenberg,
Wiley, (January 21, 2000), Hardcover, 416 pages.
Amazon: Sales Rank= #158,007; Reviews= (12).

Cited in 2 RECOV papersDynamic Asset Pricing Theory

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 2 RECOV papersEconometric Analysis

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

Cited in 2 RECOV papersManaging Credit Risk: The Great Challenge for Global Financial Markets

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).

Cited in 2 RECOV papersEconometric Analysis of Cross Section and Panel Data

Econometric Analysis of Cross Section and Panel Data
by Jeffrey M. Wooldridge,
The MIT Press, (October 1, 2001), Hardcover, 776 pages.
Amazon: Sales Rank= #14,231; Reviews= (17).

Cited in 2 RECOV papersMicroeconomics of Banking

Microeconomics of Banking
by Xavier Freixas, Jean-Charles Rochet,
The MIT Press, (October 17, 1997), Hardcover, 312 pages.
Amazon: Sales Rank= #921,414; Reviews= (5).

Cited in 2 RECOV papersSemimartingale Theory and Stochastic Calculus

Semimartingale Theory and Stochastic Calculus
by Sheng-Wu He, Jia-Gang Wang, and Jia-An Yan,
CRC, (September 14, 1992), Hardcover, 400 pages.
Amazon: Sales Rank= #1,191,581; Reviews= (2).

Cited in 2 RECOV papersCapital Markets and Financial Intermediation

Capital Markets and Financial Intermediation
by Colin Mayer, Xavier Vives,
Cambridge University Press, (September 29, 1995), Paperback, 377 pages.
Amazon: Sales Rank= #2,570,777; No customer reviews yet.

 

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