

| | Top Ten of Most Viewed BooksPopularity is now judged using an Exponentially Weighted Moving Average to give greater weight to the more recent months. Previously, we had simply ranked books according to popularity summed back to Mar-03 when traffic records were first kept in their current form. These are the top ten of most popularly viewed books in three separate categories on DefaultRisk.com. Updated June-1. My hope is that this "popularity" vote by your fellow risk analysts/managers can serve as an additional guide to focus your book search. | Rank | Top Ten in CDOs & CrDrv | Top Ten in Other Credit | Top Ten in Non-Credit | | 1 | 2nd Most Cited
 Credit Derivatives Pricing Models: Model, Pricing and Implementation by Philipp J. Schönbucher, John Wiley & Sons, January 15, 2003, Hardcover, 600 pages | 1st Most Cited
 Credit Risk: Modelling Valuation and Hedging by Tomasz R. Bielecki and Marek Rutkowski, Springer Finance, (March 5, 2004 Second--corrected printing), Hardcover, 540 pages |  Reverse Engineering Deals on Wall Street with Microsoft Excel: A Step-by-Step Guide by Keith A. Allman, Wiley, December 10, 2008, Paperback, 202 pages | | 2 |  Mastering Credit Derivatives: A step-by-step guide to credit derivatives and structured credit (2nd Edition) by Andrew Kasapis, FT Press, January 12, 2009, Paperback, 296 pages |  Rating Based Modeling of Credit Risk: Theory and Application of Migration Matrices by Stefan Trueck, Svetlozar T. Rachev, Academic Press, January 2, 2009, Hardcover, 280 pages | 6th Most Cited
 Options, Futures, and Other Derivatives with Derivagem CD (7th Edition) by John C. Hull, Prentice Hall, May 2008, Hardcover, 744 pages | | 3 |  Modelling Single-name and Multi-name Credit Derivatives by Dominic O'Kane, Wiley, August 25, 2008, Hardcover, 514 pages |  Credit Risk Management: Basic Concepts by Bart Baesens, Tony van Gestel, Lyn Thomas, Oxford University Press, January 5, 2009, Hardcover, 500 pages |  Mathematical Modelling and Numerical Methods in Finance by Philippe G. Ciarlet, North Holland, January 15, 2009, Hardcover, 684 pages | | 4 |  The Definitive Guide to CDOs by Gunter Meissner (Editor), Incisive Media, July 31, 2008, Hardcover, 350 pages | 12th Most Cited
 An Introduction to Credit Risk Modeling by C. Bluhm, L. Overbeck, and C. Wagner, CRC Press, September 27, 2002, Hardcover, 304 pages | 5th Most Cited
 An Introduction to Copulas - 2nd Ed. by Roger B. Nelsen, Springer, January 13, 2006, Hardcover, 270 pages | | 5 |  Credit Derivatives Handbook: Global Perspectives, Innovations, and Market Drivers by Greg N. Gregoriou, Paul U. Ali, McGraw-Hill, July 2, 2008, Hardcover, 528 pages |  Frontiers in Quantitative Finance: Volatility and Credit Risk Modeling by Rama Cont (Editor), Wiley, November 10, 2008, Hardcover, 300 pages |  The Concepts and Practice of Mathematical Finance, 2nd Ed. by Mark S. Joshi, Cambridge University Press, November 17, 2008, Hardcover, 560 pages | | 6 |  Collateralized Debt Obligations & Structured Finance by Janet M. Tavakoli, John Wiley & Sons, August 2003, Hardcover, 356 pages |  Concentration Risk in Credit Portfolios by Eva Lütkebohmert, Springer, November 1, 2008, Paperback, 226 pages |  Risk Analysis: A Quantitative Guide, 3rd Ed. by David Vose, Wiley, May 19, 2008, Hardcover, 752 pages | | 7 |  Structured Credit Products: Pricing, Rating, Risk Management and Basel II Edited by William Perraudin, Risk Books, September 2004, Hardcover, 392 pages |  Active Credit Portfolio Management in Practice by Jeffrey R. Bohn, Roger M. Stein, Wiley, April 6, 2009, Hardcover, 610 pages |  Anticipating Correlations: A New Paradigm for Risk Management by Robert Engle, Princeton University Press, February 8, 2009, Hardcover, 176 pages | | 8 |  Structured Finance and Collateralized Debt Obligations: New Developments in Cash and Synthetic Securitization by Janet M. Tavakoli, September 16, 2008, Hardcover, 454 pages |  Credit Risk: Models and Management -- 2nd Ed. by David Shimko (Editor) Risk Books, 1999, Hardcover, 332 page |  Banking on Basel: The Future of International Financial Regulation by Daniel K. Tarullo, Peterson Institute, September 30, 2008, Paperback, 324 pages | | 9 |  CDS Delivery Option: Better Pricing of Credit Default Swaps by David Boberski, Bloomberg Press, January 1, 2009, Hardcover, 240 pages |  Basel II Implementation: A Guide to Developing and Validating a Compliant, Internal Risk Rating System by Bogie Ozdemir, Peter Miu, McGraw-Hill, September 12, 2008, Hardcover, 480 pages | 9th Most Cited 14th Most Cited
 Quantitative Risk Management: Concepts, Techniques, and Tools (Princeton Series in Finance) by Alexander J. McNeil, Rüdiger Frey, Paul Embrechts, Princeton University Press, (September 26, 2005), Hardcover, 608 pages | | 10 |  Structured Products and Related Credit Derivatives: A Comprehensive Guide for Investors by Brian P. Lancaster, Glenn M. Schultz, Frank J. Fabozzi, Wiley, April 25, 2008, Hardcover, 524 pages | 3rd Most Cited
 Credit Risk: Pricing, Management, and Measurement (Princeton Series in Finance) by Darrell Duffie and Kenneth J. Singleton, Princeton University Press, February 2003, Hardcover, 464 pages |  Interest Rate Models -- Theory and Practice: With Smile, Inflation and Credit, 2nd Edition by Damiano Brigo and Fabio Mercurio, Springer, (May 19, 2006), Hardcover, 981 pages |
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