

| | Sorry for the delay in updating these Top10 lists. My hosting company has corrupted recent traffic logs. 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 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. | Rank | Top Ten in CDOs & CrDrv | Top Ten in Other Credit | Top Ten in Non-Credit | | 1 |  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 by Tomasz R. Bielecki and Marek Rutkowski, Springer Finance, (March 5, 2004 Second--corrected printing), Hardcover, 540 pages |  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 | | 2 |  Collateralized Debt Obligations & Structured Finance by Janet M. Tavakoli, John Wiley & Sons, August 2003, Hardcover, 356 pages |  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 by George A. Christodoulakis (Editor), Stephen Satchell (Editor), Academic Press, November 11, 2007, Hardcover, 216 pages | | 3 |  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 (Princeton Series in Finance) by Darrell Duffie and Kenneth J. Singleton, Princeton University Press, February 2003, Hardcover, 464 pages |  Options, Futures and Other Derivatives 6th Edition, with CD-ROM by John C. Hull, Prentice Hall College Div, June 10, 2005, Hardcover, 789 pages | | 4 |  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 by Edward Altman; Andrea Resti; Andrea Sironi (editors),, Risk Books, June 2005, Hardcover, 364 pages |  Copula Methods in Finance by Umberto Cherubini, Elisa Luciano, and Walter Vecchiato, John Wiley & Sons, July 9, 2004, Hardcover, 310 pages | | 5 |  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 by Gunter Löffler, Peter N. Posch, Wiley, (June 4, 2007), Hardcover, 280 pages |  An Introduction to Copulas - 2nd Edition by Roger B. Nelsen, Springer, January 13, 2006, Hardcover, 270 pages | | 6 |  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 -- 2nd Ed. by David Shimko (Editor) Risk Books, 1999, Hardcover, 332 page |  Dynamic Asset Pricing Theory, 3rd edition by Darrell Duffie, Princeton University Press, November 1, 2001, Hardcover, 472 pages | | 7 |  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 by David Lando, Princeton University Press, July 2004, Hardcover, 320 pages |  Brownian Motion and Stochastic Calculus by Ioannis Karatzas, Steven E Shreve, Springer, 2nd Ed., September 5, 2006, Paperback, 470 pages | | 8 |  The Structured Credit Handbook Arvind Rajan, Glen McDermott, Ratul Roy, Wiley, (February 9, 2007), Hardcover, 470 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 |  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 | | 9 |  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 by John Caouette, E. Altman, and P. Narayanan, John Wiley & Sons, October 1998, Hardcover, 496 pages |  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 Finance Modeling with Object-Oriented VBA Evan Tick, Wiley, (May 25, 2007), Hardcover, 352 pages |  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 by Espen Gaarder Haug, Wiley, (July 27, 2007), Hardcover, 384 pages |
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