DefaultRisk.com the web's biggest credit risk modeling resource.

Home Store Glossary Links Site Guide Search
Most Viewed Books

Up Most Viewed Books Most Cited Books

Submit Your Paper

Fitch Ratings Jobs

[ Worldwide]

Post Your Résumé
For Recruiters

Featured Book
Advanced Analytical Models, + DVD: Over 800 Models and 300 Applications from the Basel II Accord to Wall Street and Beyond
Advanced Analytical Models, + DVD: Over 800 Models and 300 Applications from the Basel II Accord to Wall Street and Beyond

by Johnathan Mun, Wiley, May 2, 2008, Hardcover, 1032 pages

Fitch Quantitative Financial Research (QFR)
Training Discounted for DefaultRisk.com visitors only:

The Mathematics of Credit Derivatives: The Essential Credit Modelling and Pricing Companion
by Philipp J. Schönbucher,
WBS Training, August 2003, DVD / Interactive CD-ROM
Sponsor:
Shop at Amazon.com and support DefaultRisk.com

In Rememberance: World Trade Center (WTC)

Sorry for the delay in updating these Top10 lists.  My hosting company has corrupted recent traffic logs.

Top Ten of Most Viewed Books

Popularity 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.comUpdated April-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.

RankTop Ten in
CDOs & CrDrv
Top Ten in
Other Credit
Top Ten in
Non-Credit
1Credit Derivatives Pricing Models
Credit Derivatives Pricing Models: Model, Pricing and Implementation

by Philipp J. Schönbucher, John Wiley & Sons, January 15, 2003, Hardcover, 600 pages
Credit Risk: Modelling Valuation and Hedging
Credit Risk: Modelling Valuation and Hedging

by Tomasz R. Bielecki and Marek Rutkowski, Springer Finance, (March 5, 2004 Second--corrected printing), Hardcover, 540 pages
Advances in Mathematical Finance
Advances in Mathematical Finance

by editors: Michael C. Fu, Robert A. Jarrow, Ju-Yi J. Yen, Robert J. Elliott, Birkhäuser Boston, (July 2007), Hardcover, 340 pages
2CDO and Structured Finance
Collateralized Debt Obligations & Structured Finance

by Janet M. Tavakoli, John Wiley & Sons, August 2003, Hardcover, 356 pages
An Introduction to Credit Risk Modeling
An Introduction to Credit Risk Modeling

by C. Bluhm, L. Overbeck, and C. Wagner, CRC Press, September 27, 2002, Hardcover, 304 pages
The Analytics of Risk Model Validation
The Analytics of Risk Model Validation

by George A. Christodoulakis (Editor), Stephen Satchell (Editor), Academic Press, November 11, 2007, Hardcover, 216 pages
3Structured Credit Products
Structured Credit Products: Pricing, Rating, Risk Management and Basel II

Edited by William Perraudin, Risk Books, September 2004, Hardcover, 392 pages
Credit Risk: Pricing, Management, and Measurement
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
Options, Futures, and Other Derivatives
Options, Futures and Other Derivatives 6th Edition, with CD-ROM
by John C. Hull, Prentice Hall College Div, June 10, 2005, Hardcover, 789 pages
4Developments in Collateralized Debt Obligations: New Products and Insights
Developments in Collateralized Debt Obligations: New Products and Insights

by Douglas J. Lucas, Laurie S. Goodman, Frank J. Fabozzi, Rebecca Manning, Wiley, (
May 4, 2007), Hardcover, 287 pages
Recovery Risk-The next challenge in credit risk management
Recovery Risk: The next challenge in credit risk management

by Edward Altman; Andrea Resti; Andrea Sironi (editors),, Risk Books, June 2005, Hardcover, 364 pages
Copula Methods in Finance
Copula Methods in Finance

by Umberto Cherubini, Elisa Luciano, and Walter Vecchiato, John Wiley & Sons, July 9, 2004, Hardcover, 310 pages
5Understanding Credit Derivatives & Related Instruments
Understanding Credit Derivatives and Related Instruments

by Antulio N. Bomfim, Academic Press, (December 6, 2004), Hardcover, 368 pages
Credit Risk Modeling using Excel and VBA with DVD
Credit Risk Modeling using Excel and VBA with DVD

by Gunter Löffler, Peter N. Posch, Wiley, (June 4, 2007), Hardcover, 280 pages
An Introduction to Copulas -- 2nd Edition
An Introduction to Copulas
- 2nd Edition
by Roger B. Nelsen, Springer, January 13, 2006, Hardcover, 270 pages
6Credit Derivatives and Structured Credit: A Guide for Investors
Credit Derivatives and Structured Credit: A Guide for Investors

Richard Bruyere, Rama Cont, Regis Copinot, Loic Fery, Christophe Jaeck, Thomas Spitz, Gabrielle Smart, Wiley, (February 24, 2006), Hardcover, 294 pages
Credit Risk: Models and Management, Second Edition
Credit Risk: Models and Management -- 2nd Ed.

by David Shimko (Editor) Risk Books, 1999, Hardcover, 332 page
Dynamic Asset Pricing Theory, 3rd Ed
Dynamic Asset Pricing Theory, 3rd edition

by Darrell Duffie, Princeton University Press, November 1, 2001, Hardcover, 472 pages
7Credit Derivative Strategies: New Thinking on Managing Risk and Return
Credit Derivative Strategies: New Thinking on Managing Risk and Return

by Rohan Douglas (Editor), Bloomberg Press, (
July 31, 2007), Hardcover, 240 pages
Credit Risk Modeling: Theory and Applications
Credit Risk Modeling: Theory and Applications

by David Lando, Princeton University Press, July 2004, Hardcover, 320 pages
Brownian Motion and Stochastic Calculus
Brownian Motion and Stochastic Calculus

by Ioannis Karatzas, Steven E Shreve, Springer,
2nd Ed., September 5, 2006, Paperback, 470 pages
8The Structured Credit Handbook
The Structured Credit Handbook

Arvind Rajan, Glen McDermott, Ratul Roy, Wiley, (February 9, 2007), Hardcover, 470 pages
Interest Rate Models
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
How I Became a Quant: Insights from 25 of Wall Street's Elite
How I Became a Quant: Insights from 25 of Wall Street's Elite

by Barry Schachter (Editor), Richard R. Lindsey (Editor), Wiley, (
July 9, 2007), Hardcover, 386 pages
9Structured Credit Portfolio Analysis, Baskets and CDOs
Structured Credit Portfolio Analysis, Baskets and CDOs

by
Christian Bluhm, Ludger Overbeck, Chapman & Hall/CRC, (September 29, 2006), Hardcover, 357 pages
Managing Credit Risk: The Next Great Financial Challenge
Managing Credit Risk: The Next Great Financial Challenge

by John Caouette, E. Altman, and P. Narayanan, John Wiley & Sons, October 1998, Hardcover, 496 pages
Quantitative Risk Management
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
10Structured Finance Modeling with Object-Oriented VBA
Structured Finance Modeling with Object-Oriented VBA

Evan Tick, Wiley, (May 25, 2007), Hardcover, 352 pages
High Yield Bonds
High Yield Bonds: Market Structure, Portfolio Management, and Credit Risk Modeling

by Theodore M. Barnhill (Editor), Irwin Library of Investment & Finance, Hardcover, Published 1999
Derivatives Models on Models
Derivatives Models on Models

by Espen Gaarder Haug, Wiley, (
July 27, 2007), Hardcover, 384 pages

Other Book Collections on this Site:

 

Home ] Up ]

Please contact me with problems or suggestions.
Copyright © 2000-2008 DefaultRisk.com
Last modified: May 13, 2008