

| | Top Ten of Most Viewed BooksPopularity 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 November-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 | 2nd Most Cited
 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 by Tomasz R. Bielecki and Marek Rutkowski, Springer Finance, (March 5, 2004 Second--corrected printing), Hardcover, 540 pages |  Lecturing Birds on Flying: Can Mathematical Theories Destroy the Financial Markets? by Pablo Triana, Nassim Nicholas Taleb, Wiley, June 9, 2009, Hardcover, 350 pages | | 2 |  Understanding Credit Derivatives: Strategies and New Market Developments by Foued Ayari, Wiley-Blackwell, September 11, 2009, Hardcover, 352 pages |  Loss Given Default - Empirical observations and models: A Basel II Ratio for calculation of Expected Losses by Ivan Petrov, VDM Verlag, July 8, 2009, Paperback, 80 pages |  Risk Management and Financial Institutions (2nd Edition) by John C. Hull, Prentice Hall, June 19, 2009, Hardcover, 576 pages | | 3 |  Mastering Credit Derivatives: A step-by-step guide to credit derivatives and structured credit (2nd Edition) by Andrew Kasapis, FT Press, January 12, 2009, Paperback, 296 pages |  Lévy Processes in Credit Risk by Wim Schoutens, Jessica Cariboni, Wiley, September 22, 2009, Hardcover, 200 pages |  Handbook of Financial Time Series by Torben G. Andersen (Editor), Richard A. Davis (Editor), Jens-Peter Kreiß (Editor), Thomas Mikosch (Editor), Springer, May 20, 2009, Hardcover, 1050 pages
| | 4 |  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 by C. Bluhm, L. Overbeck, and C. Wagner, CRC Press, September 27, 2002, Hardcover, 304 pages |  The Flaw of Averages: Why We Underestimate Risk in the Face of Uncertainty by Sam L. Savage, Wiley, June 9, 2009, Hardcover, 392 pages | | 5 |  Modelling Single-name and Multi-name Credit Derivatives by Dominic O'Kane, Wiley, August 25, 2008, Hardcover, 514 pages |  Credit Risk Assessment: The New Lending System for Borrowers, Lenders, and Investors by Clark R. Abrahams, Mingyuan Zhang, Wiley, April 6, 2009, Hardcover, 306 pages |  Mathematical Techniques in Finance: Tools for Incomplete Markets by Ales Cerny, Princeton University Press, July 26, 2009, Paperback, 416 pages | | 6 |  Collateralized Debt Obligations & Structured Finance by Janet M. Tavakoli, John Wiley & Sons, August 2003, Hardcover, 356 pages | 3rd 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 |  Free: The Future of a Radical Price by Chris Anderson, Hyperion, July 7, 2009, Hardcover, 288 pages | | 7 |  CDS Delivery Option: Better Pricing of Credit Default Swaps by David Boberski, Bloomberg Press, January 1, 2009, Hardcover, 240 pages |  Credit Risk: Models and Management -- 2nd Ed. by David Shimko (Editor) Risk Books, 1999, Hardcover, 332 page |  Term-Structure Models: A Graduate Course by Damir Filipovic, Springer, September 18, 2009, Hardcover, 256 pages | | 8 |  The Definitive Guide to CDOs by Gunter Meissner (Editor), Incisive Media, July 31, 2008, Hardcover, 350 pages |  Active Credit Portfolio Management in Practice by Jeffrey R. Bohn, Roger M. Stein, Wiley, April 6, 2009, Hardcover, 610 pages | 6th Most Cited
 Options, Futures, and Other Derivatives with Derivagem CD (7th Edition) by John C. Hull, Prentice Hall, May 2008, Hardcover, 744 pages | | 9 |  Credit Derivatives Handbook: Global Perspectives, Innovations, and Market Drivers by Greg N. Gregoriou, Paul U. Ali, McGraw-Hill, July 2, 2008, Hardcover, 528 pages | 7th Most Cited
 Credit Risk Modeling: Theory and Applications by David Lando, Princeton University Press, July 2004, Hardcover, 320 pages | 11th 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 and Collateralized Debt Obligations: New Developments in Cash and Synthetic Securitization by Janet M. Tavakoli, September 16, 2008, Hardcover, 454 pages |  Leveraged Finance: Concepts, Methods, and Trading of High-Yield Bonds, Loans, and Derivatives by Stephen J. Antczak, Douglas J. Lucas, Frank J. Fabozzi, Wiley, July 27, 2009, Hardcover, 368 pages | 4th Most Cited
 An Introduction to Copulas - 2nd Ed. by Roger B. Nelsen, Springer, January 13, 2006, Hardcover, 270 pages |
Other Book Collections on this Site: |