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Featured Book

The Credit Default Swap Basis
by Moorad Choudhry, Bloomberg Press, (October 1, 2006), Hardcover, 195 pages

Dynamic Asset Pricing Theory
by Darrell Duffie,
Princeton University Press, (November 1, 2001), Hardcover, 471 pages.
Amazon: Sales Rank= #134,297; Reviews= (6).

Stochastic Integration and Differential Equations
by Philip E. Protter,
Springer, (May 24, 2005), Hardcover, 302 pages.
Amazon: Sales Rank= #202,879; No customer reviews yet.

Credit Risk: Pricing, Measurement, and Management
by Darrell Duffie, Kenneth J. Singleton,
Princeton University Press, (January 6, 2003), Hardcover, 464 pages.
Amazon: Sales Rank= #144,490; Reviews= (5).

Brownian Motion and Stochastic Calculus
by Ioannis Karatzas, Steven E. Shreve,
Springer, (September 5, 2006), Hardcover, 470 pages.
Amazon: Sales Rank= #203,801; Reviews= (7).

Credit Risk: Modeling, Valuation and Hedging
by Tomasz R. Bielecki, Marek Rutkowski,
Springer, (March 5, 2004), Hardcover, 540 pages.
Amazon: Sales Rank= #354,927; Reviews= (2).

Options, Futures and Other Derivatives
by John C. Hull,
Prentice Hall, (June 10, 2005), Hardcover, 816 pages.
Amazon: Sales Rank= #16,406; Reviews= (66).

Mathematics of Derivative Securities
by Michael A. H. Dempster, Stanley R. Pliska,
Cambridge University Press, (October 13, 1997), Hardcover, 600 pages.
Amazon: Sales Rank= #1,862,848; Reviews= (1).

Managing Credit Risk: The Next Great Financial Challenge
by John B. Caouette, Edward I. Altman, and Paul Narayanan,
Wiley, (November 3, 1998), Hardcover, 464 pages.
Amazon: Sales Rank= #624,907; Reviews= (8).

Point Processes and Queues: Martingale Dynamics
by Pierre Bremaud,
Springer, (November 8, 2005), Hardcover, 354 pages.
Amazon: Sales Rank= #913,592; No customer reviews yet.

Credit Derivatives Pricing Models: Model, Pricing and Implementation
by Philipp J. Schönbucher,
Wiley, (March 1, 2003), Hardcover, 600 pages.
Amazon: Sales Rank= #318,111; Reviews= (9).

Credit Risk Measurement: New Approaches to Value at Risk and Other Paradigms
by Anthony Saunders, Linda Allen,
Wiley, (February 1, 2001), Hardcover, 288 pages.
Amazon: Sales Rank= #70,569; Reviews= (4).

Limit Theorems for Stochastic Processes
by Jean Jacod, Albert N. Shiryaev,
Springer, (December 16, 2002), Hardcover, 661 pages.
Amazon: Sales Rank= #735,175; Reviews= (1).

Credit Risk Modeling: Theory and Applications
by David Lando,
Princeton University Press, (June 1, 2004), Hardcover, 320 pages.
Amazon: Sales Rank= #512,689; Reviews= (4).

Forecasting, Structural Time Series Models and the Kalman Filter
by Andrew C. Harvey,
Cambridge University Press, (April 26, 1991), Paperback, 570 pages.
Amazon: Sales Rank= #275,714; No customer reviews yet.

Credit Risk: Models and Management
by David Shimko,
Risk Books, (April 1, 2004), Hardcover, 638 pages.
Amazon: Sales Rank= #1,230,774; Reviews= (1).

Advanced Credit Risk Analysis
by Didier Cossin, Hugues Pirotte,
Wiley, (June 9, 2000), Hardcover, 400 pages.
Amazon: Sales Rank= #1,245,961; Reviews= (9).

Séminaire de Probabilités XLI
by Catherine Donati-Martin (Editor), Michel Émery (Editor), Alain Rouault (Editor), Christophe Stricker (Editor),
Springer, (April 25, 2008), Paperback, 472 pages.
Amazon: Sales Rank= N/A; No customer reviews yet.

The Econometrics of Financial Markets
by John Y. Campbell, Andrew W. Lo, A. Craig MacKinlay, Andrew Y. Lo, and Archie Craig MacKinlay,
Princeton University Press, (December 9, 1996), Hardcover, 632 pages.
Amazon: Sales Rank= #21,415; Reviews= (16).

Continuous -Time Finance
by Robert C. Merton,
Wiley-Blackwell, (November 10, 1992), Paperback, 752 pages.
Amazon: Sales Rank= #102,440; Reviews= (2).

Arbitrage Theory in Continuous Time
by Tomas Bjork,
Oxford University Press, (April 15, 2004), Hardcover, 488 pages.
Amazon: Sales Rank= #26,441; Reviews= (6).