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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 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.

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
Lecturing Birds on Flying: Can Mathematical Theories Destroy the Financial Markets?
Lecturing Birds on Flying: Can Mathematical Theories Destroy the Financial Markets?

by Pablo Triana, Nassim Nicholas Taleb, Wiley,
June 9, 2009, Hardcover, 350 pages
2Understanding Credit Derivatives: Strategies and New Market Developments
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
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)
Risk Management and Financial Institutions (2nd Edition)

by John C. Hull, Prentice Hall,
June 19, 2009, Hardcover, 576 pages
3Mastering Credit Derivatives: A step-by-step guide to credit derivatives and structured credit (2nd Edition)
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
Lévy Processes in Credit Risk

by Wim Schoutens, Jessica Cariboni, Wiley,
September 22, 2009, Hardcover, 200 pages

Handbook of Financial Time Series
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

4Structured 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
The Flaw of Averages: Why We Underestimate Risk in the Face of Uncertainty
The Flaw of Averages: Why We Underestimate Risk in the Face of Uncertainty

by Sam L. Savage, Wiley,
June 9, 2009, Hardcover, 392 pages
5Modelling Single-name and Multi-name Credit Derivatives
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
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
Mathematical Techniques in Finance: Tools for Incomplete Markets

by Ales Cerny, Princeton University Press,
July 26, 2009, Paperback, 416 pages
6CDO and Structured Finance
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
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
Free: The Future of a Radical Price

by Chris Anderson, Hyperion, July 7, 2009, Hardcover, 288 pages
7CDS Delivery Option: Better Pricing of Credit Default Swaps
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, Second Edition
Credit Risk: Models and Management -- 2nd Ed.

by David Shimko (Editor) Risk Books, 1999, Hardcover, 332 page
Term-Structure Models: A Graduate Course
Term-Structure Models: A Graduate Course

by Damir Filipovic, Springer,
September 18, 2009, Hardcover, 256 pages
8The Definitive Guide to CDOs
The Definitive Guide to CDOs

by Gunter Meissner (Editor), Incisive Media, July 31, 2008, Hardcover, 350 pages
Active Credit Portfolio Management in Practice
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)
Options, Futures, and Other Derivatives with Derivagem CD (7th Edition)

by
John C. Hull, Prentice Hall, May 2008, Hardcover, 744 pages
9Credit Derivatives Handbook: Global Perspectives, Innovations, and Market Drivers
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
Credit Risk Modeling: Theory and Applications

by David Lando, Princeton University Press, July 2004, Hardcover, 320 pages
11th 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 and Collateralized Debt Obligations: New Developments in Cash and Synthetic Securitization
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
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 Edition
An Introduction to Copulas - 2nd Ed.

by Roger B. Nelsen, Springer, January 13, 2006, Hardcover, 270 pages

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Last modified: July 18, 2009