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Featured Book

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

An Introduction to Copulas
by Roger B. Nelsen,
Springer, (January 13, 2006), Hardcover, 270 pages.
Amazon: Sales Rank= #176,780; Reviews= (2).

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= #13,691; Reviews= (5).

Modelling Extremal Events for Insurance and Finance
by Paul Embrechts, Claudia Klüppelberg, and Thomas Mikosch,
Springer, (October 15, 2004), Hardcover, 655 pages.
Amazon: Sales Rank= #471,558; Reviews= (3).

Copula Methods in Finance
by Umberto Cherubini, Elisa Luciano, and Walter Vecchiato,
Wiley, (July 23, 2004), Hardcover, 310 pages.
Amazon: Sales Rank= #716,923; Reviews= (3).

Value at Risk, 3rd Ed.
by Philippe Jorion,
McGraw-Hill, (October 19, 2006), Hardcover, 600 pages.
Amazon: Sales Rank= #17,378; Reviews= (2).

Monte Carlo Methods in Finance
by Peter Jaeckel,
Wiley, (April 11, 2002), Hardcover, 304 pages.
Amazon: Sales Rank= #154,228; Reviews= (7).

A Practical Guide to Heavy Tails: Statistical Techniques and Applications
by Robert Adler (Editor), Raya Feldman (Editor), and Murad Taqqu (Editor),
Birkhäuser Boston, (October 26, 1998), Hardcover, 552 pages.
Amazon: Sales Rank= #1,048,219; 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).

Multivariate Models and Dependence Concepts
by Harry Joe,
Chapman & Hall/CRC, (May 1, 1997), Hardcover, 424 pages.
Amazon: Sales Rank= #650,579; No customer reviews yet.

Risk Management: Value at Risk and Beyond
by Michael A. H. Dempster,
Cambridge University Press, (December 15, 2001), Hardcover, 450 pages.
Amazon: Sales Rank= #1,963,619; No customer reviews yet.

Econometric Analysis
by William H. Greene,
Prentice Hall, (August 17, 2007), Hardcover, 1216 pages.
Amazon: Sales Rank= #53,014; Reviews= (50).

Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit
by Damiano Brigo, Fabio Mercurio,
Springer, (September 26, 2007), Hardcover, 981 pages.
Amazon: Sales Rank= #7,003; Reviews= (6).

Financial Modelling with Jump Processes
by Rama Cont, Peter Tankov,
Chapman & Hall/CRC, (December 30, 2003), Hardcover, 552 pages.
Amazon: Sales Rank= #173,283; Reviews= (4).

Lévy Processes
by Jean Bertoin,
Cambridge University Press, (December 28, 1998), Paperback, 276 pages.
Amazon: Sales Rank= #526,227; No customer reviews yet.

Asset Pricing
by John H. Cochrane,
Princeton University Press, (January 3, 2005), Hardcover, 568 pages.
Amazon: Sales Rank= #26,329; Reviews= (31).

Statistical Models Based on Counting Processes
by Per K. Andersen, Ornulf Borgan, Richard D. Gill, and Niels Keiding,
Springer, (December 20, 1996), Paperback, 767 pages.
Amazon: Sales Rank= #254,612; Reviews= (2).

Estimation and Inference in Econometrics
by Russell Davidson, James G. MacKinnon,
Oxford University Press, (December 11, 1992), Hardcover, 896 pages.
Amazon: Sales Rank= #585,026; Reviews= (13).

Continuous Univariate Distributions, Vol. 2
by Norman L. Johnson, Samuel Kotz, and N. Balakrishnan,
Wiley-Interscience, (May 8, 1995), Hardcover, 752 pages.
Amazon: Sales Rank= #797,634; Reviews= (5).

Loss Models: From Data to Decisions
by Stuart A. Klugman, Harry H. Panjer, and Gordon E. Willmot,
Wiley-Interscience, (August 24, 2004), Hardcover, 720 pages.
Amazon: Sales Rank= #103,560; Reviews= (4).

Probability: Theory and Examples
by Richard Durrett,
Duxbury Press, (March 16, 2004), Hardcover, 528 pages.
Amazon: Sales Rank= #81,031; Reviews= (18).