Top Ten 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.com. Updated 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.

Rank	Top Ten in CDOs & CrDrv	Top Ten in Other Credit	Top Ten in Non-Credit
1	2^nd Most Cited Credit Derivatives Pricing Models: Model, Pricing and Implementation by Philipp J. Schönbucher, John Wiley & Sons, January 15, 2003, Hardcover, 600 pages	1^st Most Cited 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 by editors: Michael C. Fu, Robert A. Jarrow, Ju-Yi J. Yen, Robert J. Elliott, Birkhäuser Boston, (July 2007), Hardcover, 340 pages
2	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 by Gunter Löffler, Peter N. Posch, Wiley, (June 4, 2007), Hardcover, 280 pages	The Analytics of Risk Model Validation by George A. Christodoulakis (Editor), Stephen Satchell (Editor), Academic Press, November 11, 2007, Hardcover, 216 pages
3	Structured Credit Products: Pricing, Rating, Risk Management and Basel II Edited by William Perraudin, Risk Books, September 2004, Hardcover, 392 pages	12^th Most Cited An Introduction to Credit Risk Modeling by C. Bluhm, L. Overbeck, and C. Wagner, CRC Press, September 27, 2002, Hardcover, 304 pages	6^th Most Cited Options, Futures, and Other Derivatives with Derivagem CD (7th Edition) by John C. Hull, Prentice Hall, May 2008, Hardcover, 744 pages
4	Understanding Credit Derivatives and Related Instruments by Antulio N. Bomfim, Academic Press, (December 6, 2004), Hardcover, 368 pages	3^rd Most Cited 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 by Umberto Cherubini, Elisa Luciano, and Walter Vecchiato, John Wiley & Sons, July 9, 2004, Hardcover, 310 pages
5	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 by Edward Altman; Andrea Resti; Andrea Sironi (editors),, Risk Books, June 2005, Hardcover, 364 pages	5^th Most Cited An Introduction to Copulas - 2nd Ed. by Roger B. Nelsen, Springer, January 13, 2006, Hardcover, 270 pages
6	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 -- 2^nd Ed. by David Shimko (Editor) Risk Books, 1999, Hardcover, 332 page	10^th Most Cited Dynamic Asset Pricing Theory, 3^rd edition by Darrell Duffie, Princeton University Press, November 1, 2001, Hardcover, 472 pages
7	Structured Credit Portfolio Analysis, Baskets and CDOs by Christian Bluhm, Ludger Overbeck, Chapman & Hall/CRC, (September 29, 2006), Hardcover, 357 pages	6^th Most Cited Credit Risk Modeling: Theory and Applications by David Lando, Princeton University Press, July 2004, Hardcover, 320 pages	9^th Most Cited Brownian Motion and Stochastic Calculus by Ioannis Karatzas, Steven E Shreve, Springer, 2^nd Ed.
8	The Structured Credit Handbook Arvind Rajan, Glen McDermott, Ratul Roy, Wiley, (February 9, 2007), Hardcover, 470 pages	Interest Rate Models -- Theory and Practice: With Smile, Inflation and Credit, 2^nd Edition by Damiano Brigo* and Fabio Mercurio*, Springer, (May 19, 2006), Hardcover, 981 pages	4^th Most Cited Stochastic Integration and Differential Equationsial Equations by Philip E. Protter
9	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 by John B. Caouette, Edward I. Altman, Paul Narayanan, Robert Nimmo, Wiley, May 16, 2008, Hardcover, 656 pages	14^th Most Cited 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
10	Structured Finance Modeling with Object-Oriented VBA Evan Tick, Wiley, (May 25, 2007), Hardcover, 352 pages	High Yield Bonds: Market Structure, Portfolio Management, and Credit Risk Modeling by Theodore M. Barnhill (Editor), Irwin Library of Investment & Finance, Hardcover, Published 1999	11^th Most Cited Point Processes and Queues: Martingale Dynamics by Pierre Bremaud, Springer-Verlag, (Nov 8, 2005), Hardcover, 380 pages