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Credit Derivatives Pricing Models: Model, Pricing and Implementation
by Philipp J. Schönbucher,
Wiley, (March 1, 2003), Hardcover, 600 pages.
Amazon: Sales Rank= #742,521; Reviews= (11).

An Introduction to Copulas
by Roger B. Nelsen,
Springer, (January 13, 2006), Hardcover, 270 pages.
Amazon: Sales Rank= #577,579; Reviews= (4).

Credit Risk: Modeling, Valuation and Hedging
by Tomasz R. Bielecki, Marek Rutkowski,
Springer, (March 5, 2004), Hardcover, 540 pages.
Amazon: Sales Rank= #722,509; Reviews= (4).

Multivariate Models and Dependence Concepts
by Harry Joe,
Chapman & Hall/CRC, (May 1, 1997), Hardcover, 424 pages.
Amazon: Sales Rank= #865,238; Reviews= (1).

Credit Risk: Pricing, Measurement, and Management
by Darrell Duffie, Kenneth J. Singleton,
Princeton University Press, (January 6, 2003), Hardcover, 464 pages.
Amazon: Sales Rank= #267,373; Reviews= (5).

Point Processes and Queues: Martingale Dynamics
by Pierre Bremaud,
Springer, (November 8, 2005), Hardcover, 354 pages.
Amazon: Sales Rank= #1,580,496; No customer reviews yet.

Quantitative Risk Management: Concepts, Techniques, and Tools
by Alexander J. McNeil, Rudiger Frey, and Paul Embrechts,
Princeton University Press, (September 26, 2005), Hardcover, 608 pages.
Amazon: Sales Rank= #99,055; Reviews= (9).

Numerical Recipes 3rd Edition: The Art of Scientific Computing
by William H. Press, Saul A. Teukolsky, William T. Vetterling, and Brian P. Flannery,
Cambridge University Press, (September 10, 2007), Hardcover, 1256 pages.
Amazon: Sales Rank= #24,339; Reviews= (11).

Advances in Mathematical Finance
by Michael C. Fu (Editor), Robert A. Jarrow (Editor), Ju-Yi J. Yen (Editor), and Robert J. Elliott (Editor),
Birkhäuser Boston, (July 30, 2007), Hardcover, 340 pages.
Amazon: Sales Rank= #1,593,992; No customer reviews yet.

Credit Risk Modeling: Theory and Applications
by David Lando,
Princeton University Press, (June 1, 2004), Hardcover, 320 pages.
Amazon: Sales Rank= #591,273; Reviews= (5).

Stochastic Integration and Differential Equations: Version 2.1
by Philip E. Protter,
Springer, (February 19, 2010), Paperback, 436 pages.
Amazon: Sales Rank= #1,458,646; No customer reviews yet.

Introduction to Credit Risk Modeling, Second Edition
by Christian Bluhm, Ludger Overbeck, and Christoph Wagner,
Chapman & Hall/CRC, (June 2, 2010), Hardcover, 384 pages.
Amazon: Sales Rank= #813,661; No customer reviews yet.

Financial Modelling with Jump Processes
by Rama Cont, Peter Tankov,
Chapman & Hall/CRC, (December 30, 2003), Hardcover, 552 pages.
Amazon: Sales Rank= #253,763; Reviews= (5).

Lévy Processes in Finance: Pricing Financial Derivatives
by Wim Schoutens,
Wiley, (April 24, 2003), Hardcover, 196 pages.
Amazon: Sales Rank= #460,533; Reviews= (5).

Monte Carlo Methods in Financial Engineering
by Paul Glasserman,
Springer, (August 7, 2003), Hardcover, 602 pages.
Amazon: Sales Rank= #182,824; Reviews= (21).

Copula Methods in Finance
by Umberto Cherubini, Elisa Luciano, and Walter Vecchiato,
Wiley, (July 23, 2004), Hardcover, 310 pages.
Amazon: Sales Rank= #833,110; Reviews= (3).

Lévy Processes
by Jean Bertoin,
Cambridge University Press, (December 28, 1998), Paperback, 276 pages.
Amazon: Sales Rank= #538,292; No customer reviews yet.

Lévy Processes and Infinitely Divisible Distributions
by Ken-iti Sato,
Cambridge University Press, (November 13, 1999), Hardcover, 498 pages.
Amazon: Sales Rank= #864,621; No customer reviews yet.

Handbook of Heavy Tailed Distributions in Finance
by S.T Rachev,
North Holland, (February 1, 2003), Hardcover, 528 pages.
Amazon: Sales Rank= #1,614,345; No customer reviews yet.

Collateralized Debt Obligations and Structured Finance: New Developments in Cash and Synthetic Securitization
by Janet M. Tavakoli,
Wiley, (August 28, 2003), Hardcover, 352 pages.
Amazon: Sales Rank= #556,303; Reviews= (35).