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Financial Modelling with Jump Processes
by Rama Cont, Peter Tankov, Chapman & Hall/CRC, (December 30, 2003), Hardcover, 552 pages.
How to do Lévy Processes

An Introduction to the Bootstrap
by Bradley Efron, R.J. Tibshirani,
Chapman & Hall/CRC, (May 15, 1994), Hardcover, 436 pages.
Amazon: Sales Rank= #16,402; Reviews= (7).

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

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).

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

Advances in Neural Information Processing Systems 19: Proceedings of the 2006 Conference
by Bernhard Schölkopf (Editor), John Platt (Editor), and Thomas Hofmann (Editor),
MIT Press, (September 30, 2007), Hardcover, 1690 pages.
Amazon: Sales Rank= #1,818,572; No customer reviews yet.

VAR Understanding and Applying Value at Risk
by Sue Grayling (Editor),
Risk Books, (August 1, 1997), Paperback, 397 pages.
Amazon: Sales Rank= #2,185,075; No customer reviews yet.

Data Driven Statistical Methods
by Peter Sprent,
Chapman & Hall/CRC, (December 1, 1997), Hardcover, 406 pages.
Amazon: Sales Rank= #2,750,173; Reviews= (2).

Innovations in Risk Management: Seminal Papers from The Journal of Risk
by Jorion Philippe (Editor),
Risk Books, (September 1, 2004), Hardcover, 560 pages.
Amazon: Sales Rank= #1,354,093; No customer reviews yet.

Signal Detection Theory and Psychophysics
by David M. Green,
Peninsula Publishing, (January 1, 1989), Paperback, 521 pages.
Amazon: Sales Rank= #394,347; Reviews= (1).

Probability
by Alan F. Karr,
Springer, (August 13, 1993), Hardcover, 312 pages.
Amazon: Sales Rank= #868,612; No customer reviews yet.

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.

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

An Introduction to Credit Risk Modeling
by Christian Bluhm, Ludger Overbeck, and Christoph Wagner,
Chapman & Hall/CRC, (September 27, 2002), Hardcover, 297 pages.
Amazon: Sales Rank= #32,251; Reviews= (8).

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).

Handbook of Heavy Tailed Distributions in Finance
by S.T Rachev,
North Holland, (February 1, 2003), Hardcover, 528 pages.
Amazon: Sales Rank= #1,463,117; No customer reviews yet.

The Statistical Analysis of Failure Time Data
by John D. Kalbfleisch, Ross L. Prentice,
Wiley-Interscience, (September 9, 2002), Hardcover, 462 pages.
Amazon: Sales Rank= #275,046; Reviews= (1).

An Introduction to Probability Theory and Its Applications, Volume 2
by William Feller,
Wiley, (January 1, 2001), Paperback, 702 pages.
Amazon: Sales Rank= #405,840; Reviews= (14).

Prudential Supervision: What Works and What Doesn't
by Frederic S. Mishkin,
University Of Chicago Press, (January 1, 2002), Hardcover, 295 pages.
Amazon: Sales Rank= #482,535; No customer reviews yet.

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.

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).