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Cairns, Andrew (2004). Interest Rate Models: An Introduction is an excellent introduction to fixed income financial engineering.

Calamos, Nick P. (2003). Convertible Arbitrage is a largely non-technical introduction to convertible bond arbitrage.

Campbell, John, Andrew Lo  and  Archie MacKinlay (1997). The Econometrics of Financial Markets is an edited collection of papers by the editors.

Caouette, John, E. Altman, P. Narayanan (1998). Managing Credit Risk: The Next Great Financial Challenge explores the many aspects of credit risk.

Capinski, M. and T. Zastawniak (2003). Mathematics for Finance is an elementary financial engineering text.

Carmona, R. and M. Tehranchi (2006). Interest Rate Models is a theoretical book on work that extends the Heath-Jarrow-Morton framework to infinite dimensions.

Cerny, Ales (2004). Mathematical Techniques in Finance is a hands-on introduction to financial engineering.

Chacko, George, et al (2006). Credit Derivatives is an elementary itroduction to credit derivatives, CDOs and their pricing.

Chan, N. H. and H. Y. Wong (2006). Simulation Techniques in Financial Risk Management is a book about the Monte Carlo method in financial engineering.

Chan, S., P. Gupta, and T. Leech (2006). Sarbanes-Oxley is a non-technical book that takes a critical look at Sarbanes-Oxley.

Chaplin, Geoff (2005). Credit Derivatives is a broad ranging text on credit derivatives and related structured products.

Chapman, Robert (2006). Simple Tools and Techniques of Enterprise Risk Management is a weak book with some nice material on corporate governance.

Charnes, John (2007). Financial Modeling with Crystal Ball and Excel explains how to use the Crystal Ball add-in for performing Monte Carlo simulations in Microsoft Excel.

Chavas, Jean-Paul (2004). Risk Analysis in Theory and Practice explores the foundations of risk modeling in finance and economics.

Chermobi, A., S. Rachev and F. Fabozzi (2007). Operational Risk discuses probabilistic models for operational risk.

Cherubini, U., E. Luciano and W. Vecchiato (2004). Copula Methods in Finance is an in depth introduction to copulas with financial applications.

Cherubini, U. and G. D. Lunga (2007). Structured Finance is about implementing financial engineering models with object oriented programming.

Chincarini, Ludwig and Daehwan Kim (2006). Quantitative Equity Portfolio Management is about managing equity portfolios using factor models.

Chisholm, Andrew (2004).Derivatives Demystified is an elementary introduction to derivative instruments.

Choudhry, Moorad (2006). Corporate Bond Markets is an introduction and reference on corporate bond markets.

Choudhry, Moorad (2006). Credit Default Swap Basis is an introduction suitable for readers who have some familiarity with credit derivatives.

Choudhry, Moorad (2006). Introduction to Value-at-Risk is a short introductory book dating from the early days of VaR.

Choudhry, Moorad (2007). Bank Asset and Liability Management discusses ALM and related topics.

Chriss, Neil A. (1997). Black-Scholes and Beyond is the definitive non-technical introduction to option pricing theory and financial engineering.

Christoffersen, Peter F. (2003). Elements of Financial Risk Management is a sophisticated book on aspects of VaR measures.

Coeman, Les (2006). Why Managers and Companies Take Risks has a distinct flavor of behavioral finance.

Cohan, William (2007). Last Tycoons is a history of Lazard Freres & Co.

Colin, Andrew (2005). Fixed Income Attribution is an introductory text on performance attribution for fixed income portfolio managers.

Condamin, L., J. Louisot and P. Naim (2007). Risk Quantification extends insurance math to an enterprise risk context.

Cont, Rama and Peter Tankov (2004). Financial Modelling with Jump Processes is an excellent overview of Levy processes in financial engineering.

Cox, Dennis and Michael Cox (2006). Mathematics of Banking and Finance is an elementary book primarily about statistics.

Cox, John C. and Mark Rubinstein (1985). Options Markets is the classic introduction to options markets—and still one of the best!

Crouhy, M., D. Galai and R. Mark (2001). Risk Management is an overview of financial risk management.

Crouhy, M., D. Galai and R. Mark (2006). Essentials of Risk Management is these authors' second overview of financial risk management.

Cruver, Brian (2002). Anatomy of Greed: The Unshredded Truth from an Enron Insider is one employee's personal account of the fall of Enron.

Cruz, Margelo G. (2002). Modeling, Measuring and Hedging Operational Risk focuses on quantitative techniques for managing operational risk

Cruz, Margelo G. (2004). Operational Risk Modeling and Analysis is an edited collection.

Culp, Christopher (2001). Risk Management Process is a scholarly book on financial risk management informed by practice.

Culp, Christopher (2004). Risk Transfer: Derivatives in Theory and Practice explores the economics foundations of derivatives use and valuation.

Culp, Christopher (2006). Structured Finance & Insurance is an outstanding book on structured finance.

Culp, C. and M. Miller (1999). Corporate Hedging in Theory and Practice looks at corporate hedging and the Metallgesellschaft debacle.

Cusatis, Patrick and Martin Thomas (2005). Hedging Instruments and Risk Management is an introductory book on derivatives and hedging.

Cvitanic, J. and F. Zapatero (2004). Introduction to the Economics and Mathematics of Financial Markets is a financial engineering text.