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Today's Featured Book

Macrofinancial Risk Analysis
Macrofinancial Risk Analysis

by Dale Gray, Samuel W Malone, Wiley, May 16, 2008, Hardcover, 362 pages

Fitch Quantitative Financial Research (QFR)
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
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In Rememberance: World Trade Center (WTC)

Top Ten of Most Viewed Books

Popularity is now judged using an Exponentially Weighted Moving Average to give greater weight to the more recent months.  Previously, we had simply ranked books according to popularity summed back to Mar-03 when traffic records were first kept in their current form.

These are the top ten of most popularly viewed books in three separate categories on DefaultRisk.comUpdated June-1.  My hope is that this "popularity" vote by your fellow risk analysts/managers can serve as an additional guide to focus your book search.

RankTop Ten in
CDOs & CrDrv
Top Ten in
Other Credit
Top Ten in
Non-Credit
12nd Most Cited
Credit Derivatives Pricing Models
Credit Derivatives Pricing Models: Model, Pricing and Implementation

by Philipp J. Schönbucher, John Wiley & Sons, January 15, 2003, Hardcover, 600 pages
1st Most Cited
Credit Risk: Modelling Valuation and Hedging
Credit Risk: Modelling Valuation and Hedging

by Tomasz R. Bielecki and Marek Rutkowski, Springer Finance, (March 5, 2004 Second--corrected printing), Hardcover, 540 pages
Advances in Mathematical Finance
Advances in Mathematical Finance

by editors: Michael C. Fu, Robert A. Jarrow, Ju-Yi J. Yen, Robert J. Elliott, Birkhäuser Boston, (July 2007), Hardcover, 340 pages
2CDO and Structured Finance
Collateralized Debt Obligations & Structured Finance

by Janet M. Tavakoli, John Wiley & Sons, August 2003, Hardcover, 356 pages
Credit Risk Modeling using Excel and VBA with DVD
Credit Risk Modeling using Excel and VBA with DVD

by Gunter Löffler, Peter N. Posch, Wiley, (June 4, 2007), Hardcover, 280 pages
The Analytics of Risk Model Validation
The Analytics of Risk Model Validation

by George A. Christodoulakis (Editor), Stephen Satchell (Editor), Academic Press, November 11, 2007, Hardcover, 216 pages
3Structured Credit Products
Structured Credit Products: Pricing, Rating, Risk Management and Basel II

Edited by William Perraudin, Risk Books, September 2004, Hardcover, 392 pages
12th Most Cited
An Introduction to Credit Risk Modeling
An Introduction to Credit Risk Modeling

by C. Bluhm, L. Overbeck, and C. Wagner, CRC Press, September 27, 2002, Hardcover, 304 pages
6th Most Cited
Options, Futures, and Other Derivatives with Derivagem CD (7th Edition)
Options, Futures, and Other Derivatives with Derivagem CD (7th Edition)

by
John C. Hull, Prentice Hall, May 2008, Hardcover, 744 pages
4Understanding Credit Derivatives & Related Instruments
Understanding Credit Derivatives and Related Instruments

by Antulio N. Bomfim, Academic Press, (December 6, 2004), Hardcover, 368 pages
3rd Most Cited
Credit Risk: Pricing, Management, and Measurement
Credit Risk: Pricing, Management, and Measurement
(Princeton Series in Finance)
by Darrell Duffie and Kenneth J. Singleton, Princeton University Press, February 2003, Hardcover, 464 pages
Copula Methods in Finance
Copula Methods in Finance

by Umberto Cherubini, Elisa Luciano, and Walter Vecchiato, John Wiley & Sons, July 9, 2004, Hardcover, 310 pages
5Developments in Collateralized Debt Obligations: New Products and Insights
Developments in Collateralized Debt Obligations: New Products and Insights

by Douglas J. Lucas, Laurie S. Goodman, Frank J. Fabozzi, Rebecca Manning, Wiley, (
May 4, 2007), Hardcover, 287 pages
Recovery Risk-The next challenge in credit risk management
Recovery Risk: The next challenge in credit risk management

by Edward Altman; Andrea Resti; Andrea Sironi (editors),, Risk Books, June 2005, Hardcover, 364 pages
5th Most Cited
An Introduction to Copulas -- 2nd Edition
An Introduction to Copulas - 2nd Ed.

by Roger B. Nelsen, Springer, January 13, 2006, Hardcover, 270 pages
6Credit Derivatives and Structured Credit: A Guide for Investors
Credit Derivatives and Structured Credit: A Guide for Investors

Richard Bruyere, Rama Cont, Regis Copinot, Loic Fery, Christophe Jaeck, Thomas Spitz, Gabrielle Smart, Wiley, (February 24, 2006), Hardcover, 294 pages
Credit Risk: Models and Management, Second Edition
Credit Risk: Models and Management -- 2nd Ed.

by David Shimko (Editor) Risk Books, 1999, Hardcover, 332 page
10th Most Cited
Dynamic Asset Pricing Theory, 3rd Ed
Dynamic Asset Pricing Theory, 3rd edition

by
Darrell Duffie, Princeton University Press, November 1, 2001, Hardcover, 472 pages
7Structured Credit Portfolio Analysis, Baskets and CDOs
Structured Credit Portfolio Analysis, Baskets and CDOs

by
Christian Bluhm, Ludger Overbeck, Chapman & Hall/CRC, (September 29, 2006), Hardcover, 357 pages
6th Most Cited
Credit Risk Modeling: Theory and Applications
Credit Risk Modeling: Theory and Applications

by David Lando, Princeton University Press, July 2004, Hardcover, 320 pages
9th Most Cited
Brownian Motion and Stochastic Calculus
Brownian Motion and Stochastic Calculus

by Ioannis Karatzas, Steven E Shreve, Springer,
2nd Ed.
8The Structured Credit Handbook
The Structured Credit Handbook

Arvind Rajan, Glen McDermott, Ratul Roy, Wiley, (February 9, 2007), Hardcover, 470 pages
Interest Rate Models
Interest Rate Models -- Theory and Practice: With Smile, Inflation and Credit, 2nd Edition

by Damiano Brigo and Fabio Mercurio, Springer, (May 19, 2006), Hardcover, 981 pages
4th Most Cited
Stochastic Integration and Differential Equations
Stochastic Integration and Differential Equationsial Equations

by Philip E. Protter
9Credit Derivative Strategies: New Thinking on Managing Risk and Return
Credit Derivative Strategies: New Thinking on Managing Risk and Return

by Rohan Douglas (Editor), Bloomberg Press, (
July 31, 2007), Hardcover, 240 pages
Managing 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
14th Most Cited
Quantitative Risk Management
Quantitative Risk Management: Concepts, Techniques, and Tools (Princeton Series in Finance)

by Alexander J. McNeil, Rüdiger Frey, Paul Embrechts, Princeton University Press, (September 26, 2005), Hardcover, 608 pages
10Structured Finance Modeling with Object-Oriented VBA
Structured Finance Modeling with Object-Oriented VBA

Evan Tick, Wiley, (May 25, 2007), Hardcover, 352 pages
High Yield Bonds
High Yield Bonds: Market Structure, Portfolio Management, and Credit Risk Modeling

by Theodore M. Barnhill (Editor), Irwin Library of Investment & Finance, Hardcover, Published 1999
11th Most Cited
Point Processes and Queues: Martingale Dynamics
Point Processes and Queues: Martingale Dynamics

by Pierre Bremaud, Springer-Verlag, (Nov 8, 2005), Hardcover, 380 pages

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Last modified: July 21, 2008