| | Top Ten of Most Viewed Books Popularity is 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 May-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
Other Credit | Top Ten in
CDOs & CrDrv | Top Ten in
Non-Credit | | 1 | 1 st 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 | 
Credit Derivatives Pricing Models: Model, Pricing and Implementation
by Philipp J. Schönbucher, John Wiley & Sons, January 15, 2003, Hardcover, 600 pages |  Understanding and Managing Model Risk: A Practical Guide for Quants, Traders and Validators
Massimo Morini, Wiley, December 20, 2011, Hardcover, 448 pages | | 2 | 3 rd Most Cited
Credit Risk: Pricing, Management, and Measurement (Princeton Series in Finance)
by Darrell Duffie and Kenneth J. Singleton | 
Derviative Credit Risk 2nd Edition: Advances in Measurement and Management
Robert Jameson (Editor), Risk Books, (September 1999), Hardcover, 280 pages | 6 th Most Cited
Options, Futures, and Other Derivatives with Derivagem CD (8th Edition)
by John C. Hull , Prentice Hall, February 12, 2011, Hardcover, 864 pages | | 3 | 7 th Most Cited
Credit Risk: Models and Management -- 2nd Ed.
by David Shimko (Editor) Risk Books, 1999, Hardcover, 332 page | 
Credit Derivatives: The Definitive Guide
by Jon Gregory (editor), Risk Books in association with Application Networks, September 25, 2003, Hardcover, 495 pages | 
Risk Management and Financial Institutions (2nd Edition)
by John C. Hull, Prentice Hall, June 19, 2009 , Hardcover, 576 pages | | 4 | 12 th Most Cited
Introduction to Credit Risk Modeling
by C. Bluhm, L. Overbeck, and C. Wagner, CRC Press, September 27, 2002, Hardcover, 304 pages | 
Credit Derivatives & Credit Linked Notes: Trading & Management of Credit & Default Risk
by Satyajit Das (Editor), John Wiley & Sons, 2nd Ed., November 2000, Hardcover, 800 pages | 14 th 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 | | 5 | 
Counterparty Credit Risk Modelling: Risk Management Pricing and Regulation
by Michael Pykhtin (Editor), Risk Books, (December 14, 2005), Hardcover, 399 pages | 
Structured Credit Portfolio Analysis, Baskets and CDOs
by Christian Bluhm, Ludger Overbeck , Chapman & Hall/CRC, (September 29, 2006), Hardcover, 357 pages | 5 th Most Cited
An Introduction to Copulas - 2nd Ed.
by Roger B. Nelsen, Springer, January 13, 2006, Hardcover, 270 pages | | 6 | 
Credit Risk Modeling: Theory and Applications
by David Lando , Princeton University Press, July 2004, Hardcover, 320 pages | 
Structured Credit Products: Pricing, Rating, Risk Management and Basel II
Edited by William Perraudin, Risk Books, September 2004, Hardcover, 392 pages | 
Interest Rate Models -- Theory and Practice: With Smile, Inflation and Credit, 2 nd Edition
by Damiano Brigo and Fabio Mercurio, Springer, (May 19, 2006), Hardcover, 981 pages | | 7 | 
Recovery Risk: The next challenge in credit risk management
by Edward Altman; Andrea Resti; Andrea Sironi (editors),, Risk Books, June 2005, Hardcover, 364 pages | 
Credit Derivatives: Risk Management, Trading and Investing
by Geoff Chaplin, John Wiley & Sons, July 8, 2005, Hardcover + CD-ROM, 336 pages | 4 th Most Cited
Stochastic Integration and Differential Equations: Version 2.1
by Philip E. Protter, Springer, (February 19, 2010), Paperback, 436 pages | | 8 | 
Corporate Financial Distress and Bankruptcy, 3rd Ed,
by Edward I. Altman and Edith Hotchkiss, Wiley, December 2, 2005, Hardcover, 354 pages | 
Collateralized Debt Obligations & Structured Finance
by Janet M. Tavakoli, John Wiley & Sons, August 2003, Hardcover, 356 pages | 11 th Most Cited
Point Processes and Queues: Martingale Dynamics
by Pierre Bremaud, Springer-Verlag, (Nov 8, 2005), Hardcover, 380 pages | | 9 | 
The Basel II Risk Parameters: Estimation, Validation, and Stress Testing
by Bernd Engelmann (Editor), Robert Rauhmeier (Editor), Springer, (August 2006), Hardcover, 376 pages | 
Modelling Single-name and Multi-name Credit Derivatives
by Dominic O'Kane, Wiley, August 25, 2008, Hardcover, 514 pages | 
Encyclopedia of Quantitative Finance (4-Volume Set)
Editor in Chief: Rama Cont, Wiley, April 26, 2010, Hardcover, 2194 pages | | 10 | 
Credit Risk Management In and Out of the Financial Crisis: New Approaches to Value at Risk and Other Paradigms
by Anthony Saunders, Linda Allen, Wiley, May 3, 2010, Hardcover, 400 pages | 
Derivatives in Financial Markets with Stochastic Volatility
by Jean-Pierre Fouque, George Papanicolaou, K. Ronnie Sircar, Cambridge University Press, (July 3, 2000), Hardcover, 216 pages | 
Stochastic Analysis with Financial Applications: Hong Kong 2009 (Progress in Probability)
Editors: Arturo Kohatsu-Higa, Nicolas Privault, Shuenn-Jyi Sheu, Springer Basel, July 25, 2011, Hardcover, 438 pages |
See also Most Cited (Referenced) Books. |
