Submit Your Paper | Post Your Résumé | For Recruiters | | Today's Featured Book  A Demon of Our Own Design: Markets, Hedge Funds, and the Perils of Financial Innovation by Richard Bookstaber, John Wiley & Sons, April 17, 2007, Hardcover, 288 pages
|  | Training Discounted for DefaultRisk.com visitors only:
 The Mathematics of Credit Derivatives: The Essential Credit Modelling and Pricing Companion by Philipp J. Schönbucher, WBS Training, August 2003, DVD / Interactive CD-ROM | Sponsor: Shop at Amazon.com and support DefaultRisk.com |


| | Top Ten 20 Most Cited Books within Testing/Validation 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 Testing/Validation. Such research is somewhat more focused, and so, the books listed here are more specifically relevant (and prioritized) to the needs of a testing/validation researcher. Updated as of 24-August-2008. | Cited in 5 TEST papers | | An Introduction to the Bootstrap by Bradley Efron, R.J. Tibshirani, Chapman & Hall/CRC, (May 15, 1994), Hardcover, 436 pages. Amazon: Sales Rank= #51,866; Reviews= (8). | | Cited in 4 TEST papers | | Value at Risk, 3rd Ed. by Philippe Jorion, McGraw-Hill, (October 19, 2006), Hardcover, 600 pages. Amazon: Sales Rank= #93,857; Reviews= (2). | | Cited in 2 TEST 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= #455,974; Reviews= (5). | | Cited in 2 TEST papers | | 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= #128,326; Reviews= (8). | | Cited in 2 TEST papers | | Credit Risk: Models and Management by David Shimko, Risk Books, (April 1, 2004), Hardcover, 638 pages. Amazon: Sales Rank= #1,392,052; Reviews= (1). | | Cited in 2 TEST papers | | Advances in Neural Information Processing Systems 19: Proceedings of the 2006 Conference by Bernhard Schölkopf (Editor), John Platt (Editor), and Thomas Hofmann (Editor), MIT Press, (September 30, 2007), Hardcover, 1690 pages. Amazon: Sales Rank= #1,818,572; No customer reviews yet. | | Cited in 2 TEST papers | | Construction and Assessment of Classification Rules by David J. Hand, Wiley, (August 11, 1997), Hardcover, 232 pages. Amazon: Sales Rank= #1,792,531; No customer reviews yet. | | Cited in 2 TEST papers | | VAR Understanding and Applying Value at Risk by Sue Grayling (Editor), Risk Books, (August 1, 1997), Paperback, 397 pages. Amazon: Sales Rank= #2,185,075; No customer reviews yet. | | Cited in 2 TEST papers | | Data Driven Statistical Methods by Peter Sprent, Chapman & Hall/CRC, (December 1, 1997), Hardcover, 406 pages. Amazon: Sales Rank= #2,750,173; Reviews= (2). | | Cited in 2 TEST papers | | Innovations in Risk Management: Seminal Papers from The Journal of Risk by Jorion Philippe (Editor), Risk Books, (September 1, 2004), Hardcover, 560 pages. Amazon: Sales Rank= #1,354,093; No customer reviews yet. | | Cited in 2 TEST papers | | Signal Detection Theory and Roc Analysis in Psychology and Diagnostics: Collected Papers by John A. Swets, Lawrence Erlbaum, (May 1, 1996), Hardcover, 328 pages. Amazon: Sales Rank= #1,284,670; No customer reviews yet. | | Cited in 2 TEST papers | | Signal Detection Theory and Psychophysics by David M. Green, Peninsula Publishing, (January 1, 1989), Paperback, 521 pages. Amazon: Sales Rank= #394,347; Reviews= (1). | | Cited in 2 TEST papers | | Probability by Alan F. Karr, Springer, (August 13, 1993), Hardcover, 312 pages. Amazon: Sales Rank= #868,612; No customer reviews yet. | | Cited in 1 TEST papers | | Stochastic Integration and Differential Equations by Philip E. Protter, Springer, (May 24, 2005), Hardcover, 302 pages. Amazon: Sales Rank= #398,213; No customer reviews yet. | | Cited in 1 TEST papers | | Dynamic Asset Pricing Theory by Darrell Duffie, Princeton University Press, (November 1, 2001), Hardcover, 471 pages. Amazon: Sales Rank= #387,137; Reviews= (6). | | Cited in 1 TEST 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= #417,494; Reviews= (3). | | Cited in 1 TEST papers | | An Introduction to Probability Theory and Its Applications, Volume 2 by William Feller, Wiley, (January 1, 2001), Paperback, 702 pages. Amazon: Sales Rank= #229,185; Reviews= (14). | | Cited in 1 TEST papers | | Handbook of Heavy Tailed Distributions in Finance by S.T Rachev, North Holland, (February 1, 2003), Hardcover, 528 pages. Amazon: Sales Rank= #1,559,094; No customer reviews yet. | | Cited in 1 TEST papers | | The Statistical Analysis of Failure Time Data by John D. Kalbfleisch, Ross L. Prentice, Wiley-Interscience, (September 9, 2002), Hardcover, 462 pages. Amazon: Sales Rank= #275,046; Reviews= (1). | | Cited in 1 TEST papers | | Prudential Supervision: What Works and What Doesn't by Frederic S. Mishkin, University Of Chicago Press, (January 1, 2002), Hardcover, 295 pages. Amazon: Sales Rank= #482,535; No customer reviews yet. |
|