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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 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.

RankTop Ten in
CDOs & CrDrv
Top Ten in
Other Credit
Top Ten in
Non-Credit
12nd Most Cited
Credit Derivatives Pricing Models
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
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
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
2Mastering Credit Derivatives: A step-by-step guide to credit derivatives and structured credit (2nd Edition)
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
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)
Options, Futures, and Other Derivatives with Derivagem CD (7th Edition)

by
John C. Hull, Prentice Hall, May 2008, Hardcover, 744 pages
3Modelling Single-name and Multi-name Credit Derivatives
Modelling Single-name and Multi-name Credit Derivatives

by
Dominic O'Kane, Wiley, August 25, 2008, Hardcover, 514 pages
Credit Risk Management: Basic Concepts
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
Mathematical Modelling and Numerical Methods in Finance

by Philippe G. Ciarlet, North Holland,
January 15, 2009, Hardcover, 684 pages
4The Definitive Guide to CDOs
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
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 Edition
An Introduction to Copulas - 2nd Ed.

by Roger B. Nelsen, Springer, January 13, 2006, Hardcover, 270 pages
5Credit Derivatives Handbook: Global Perspectives, Innovations, and Market Drivers
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
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
The Concepts and Practice of Mathematical Finance, 2nd Ed.

by Mark S. Joshi, Cambridge University Press,
November 17, 2008, Hardcover, 560 pages
6CDO and Structured Finance
Collateralized Debt Obligations & Structured Finance

by Janet M. Tavakoli, John Wiley & Sons, August 2003, Hardcover, 356 pages
Concentration Risk in Credit Portfolios
Concentration Risk in Credit Portfolios

by Eva Lütkebohmert, Springer,
November 1, 2008, Paperback, 226 pages
Risk Analysis: A Quantitative Guide, 3rd Ed.
Risk Analysis: A Quantitative Guide, 3rd Ed.

by David Vose, Wiley, May 19, 2008, Hardcover, 752 pages
7Structured Credit Products
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
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
Anticipating Correlations: A New Paradigm for Risk Management

by Robert Engle, Princeton University Press,
February 8, 2009, Hardcover, 176 pages
8Structured Finance and Collateralized Debt Obligations: New Developments in Cash and Synthetic Securitization
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, Second Edition
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
Banking on Basel: The Future of International Financial Regulation

by Daniel K. Tarullo, Peterson Institute,
September 30, 2008, Paperback, 324 pages
9CDS Delivery Option: Better Pricing of Credit Default Swaps
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
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
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 Products and Related Credit Derivatives: A Comprehensive Guide for Investors
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
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
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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Last modified: July 02, 2009