| | Top Ten 20 Most Cited Books within Recoveries/LGD 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 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 papers |  | 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 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 6 RECOV papers |  | 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 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 RECOV papers |  | 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 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 4 RECOV papers |  | 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 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 3 RECOV 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 3 RECOV 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 3 RECOV papers |  | 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 papers |  | 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 papers |  | 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 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 2 RECOV papers |  | 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 papers |  | 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 papers |  | 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 papers |  | 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 papers |  | 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 papers |  | 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. |
|
