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Credit Risk Books

Credit Risk Modeling : Theory and Applications
by David Lando
Hardcover: 320 pages; Publisher: Princeton Univ Pr; (July 1, 2004) ISBN: 0691089299 Credit Risk : Pricing, Measurement, and Management
by Darrell Duffie and Kenneth J. Singleton
Hardcover: 464 pages ; Publisher: Princeton Univ Pr; (January 6, 2003) ISBN: 0691090467 Credit Derivatives Pricing Models: Model, Pricing and Implementation
by Philipp J. Schönbucher
Hardcover: 600 pages ; Publisher: John Wiley & Sons; (March 1, 2003) ISBN: 0470842911 Credit Risk
by Tomasz R. Bielecki and Marek Rutkowski
Hardcover: 540 pages ; Publisher: Springer Verlag; 1st edition (December 6, 2001) ISBN: 3540675930 Introduction to Credit Risk Modeling
by Christian Bluhm, Ludger Overbeck, Christoph Wagner
Hardcover: 304 pages ; Publisher: CRC Press; 1st (2002) or 2nd edition (2006). ISBN: 158488326X Internal Credit Risk Models: Capital Allocation and Performance Measurement
by Michael K. Ong,
Hardcover: 372 pages ; Publisher: Risk Books; (January 5, 1999) ISBN: 1899332030

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