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- Stochastic Processes and Applications to Mathematical Finance: Proceedings of the 6th International Symposium, Ritsumeikan University, Japan, 6-10 March 2006
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- Lévy Processes and Stochastic Calculus, 2nd Ed.
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- Risk Assessment: Decisions in Banking and Finance
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- Global Catastrophic Risks
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- Risk Analysis: A Quantitative Guide
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- Options, Futures, and Other Derivatives with Derivagem CD, 7th Edition
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- How I Became a Quant: Insights from 25 of Wall Street's Elite
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- Econometric Analysis, 6th Edition
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- A Structural Framework for the Pricing of Corporate Securities
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- Prudential Supervision: What Works and What Doesn't
- Arbitrage Theory in Continuous Time
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- Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables
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- Econometric Analysis of Cross Section and Panel Data
- Recovery Risk: The Next Challenge in Credit Risk Management
- Credit Derivatives & Synthetic Structures: A Guide to Instruments and Applications
- Credit Risk Modeling using Excel and VBA
- Limited Dependent and Qualitative Variables in Econometrics
- Credit Derivatives and Credit Linked Notes
- Credit Risk: Models and Management, 2nd Edition
- Modeling Structured Finance Cash Flows with Microsoft Excel: A Step-by-Step Guide.Book & CD-ROM
- Statistics of Random Processes I
- Derviative Credit Risk 2nd Edition
- Hull-White On Derivatives
- Continuous Martingales and Brownian Motion
- High Yield Bonds: Market Structure, Valuation, and Portfolio Strategies
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- The Risks of Financial Institutions
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- Credit: The Complete Guide to Pricing, Hedging and Risk Management
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- The Essentials of Risk Management
- Credit Scoring & Its Applications
- Copulas: From theory to application in finance
- Credit Derivatives: CDOs and Structured Credit Products
- Monte Carlo Methods in Financial Engineering
- Corporate Financial Distress and Bankruptcy: Predict and Avoid Bankruptcy, Analyze and Invest in Distressed Debt, 3rd Ed
- An Introduction to Credit Risk Modeling
- Credit Ratings: Methodologies, Rationale and Default Risk
- Collateralized Debt Obligations and Structured Finance
- Credit Risk Modelling: The Cutting-edge Collection - Technical Papers published in Risk 1999-2003
- Debt Defaults and Lessons from a Decade of Crises
- The Mathematics of Credit Derivatives: The Essential Credit Modelling and Pricing Companion
- Credit Derivatives: The Definitive Guide
- Managing Credit Risk in Corporate Bond Portfolios: A Practitioner's Guide
- Credit Risk Pricing Models: Theory and Practice
- Credit Risk Modeling: Theory and Applications
- Liquidity Black Holes: Understanding, Quantifying and Managing Financial Liquidity Risk
- CreditRisk+ in the Banking Industry
- Economic Capital: A Practitioner Guide
- Understanding Credit Derivatives and Related Instruments
- Credit Derivatives: Risk Management, Trading and Investing
- Risk and Asset Allocation
- The Credit Market Handbook: Advanced Modeling Issues
- Structured Credit Products: Pricing, Rating, Risk Management and Basel II
- Quantitative Risk Management: Concepts, Techniques, and Tools
- Paris-Princeton Lectures on Mathematical Finance 2003
- Active Credit Portfolio Management
- Modelling Extremal Events: for Insurance and Finance
- Extremes and Integrated Risk Management
- Selfsimilar Processes
- Collateralized Debt Obligations: Structures and Analysis
- Introduction to C++ for Financial Engineers: An Object-Oriented Approach
- Synthetic and Structured Assets
- Credit Derivatives: A Primer on Credit Risk, Modeling
- The Visual Display of Quantitative Information, 2nd edition
- Structured Credit Portfolio Analysis, Baskets and CDOs
- Empirical Dynamic Asset Pricing: Model Specification and Econometric Assessment
- Credit Derivatives
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- Integrating Market, Credit and Operational Risk: A Complete Guide for Bankers & Risk Professionals
- Counterparty Credit Risk Modelling: Risk Management Pricing and Regulation
- Structured Finance and Insurance: The ART of Managing Capital and Risk
- Modeling Risk: Applying Monte Carlo Simulation, Real Options Analysis, Forecasting, and Optimization Techniques
- Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit
- Introduction to Structured Finance
- Introductory Econometrics: Using Monte Carlo Simulation with Microsoft Excel
- Value at Risk, 3rd Ed.
- The Credit Default Swap Basis
- GARP FRM Readings
- Simulation Techniques in Financial Risk Management
- The Misbehavior of Markets: A Fractal View of Risk, Ruin & Reward
- When Genius Failed: The Rise and Fall of Long-Term Capital Management
- My Life as a Quant: Reflections on Physics and Finance
- Against the Gods: The Remarkable Story of Risk
- Heard on the Street: Quantitative Questions from Wall Street Job Interviews
- Fischer Black and the Revolutionary Idea of Finance
- Fooled by Randomness: The Hidden Role of Chance in Life and in the Markets
Glossary of Credit and Risk Terms
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