- Culp, C. L., A. van der Merwe, and B. J. Staerkle. Credit Default Swaps: Mechanics and Empirical Evidence on Benefits, Costs, and Inter-Market Relations (Palgrave Macmillan, 2018).
- Culp, C. L. Structured Finance & Insurance: The ART of Managing Capital and Risk (John Wiley & Sons, 2006).
- Culp, C. L. Risk Transfer: Derivatives in Theory & Practice (John Wiley & Sons, 2004).
- Culp, C. L., and W. A. Niskanen, eds. Corporate Aftershock: The Public Policy Consequences of the Failure of Enron and Other Major Corporations (John Wiley & Sons, 2003).
- Culp, C. L. The ART of Risk Management: Alternative Risk Transfer, Capital Structure, and the Convergence of Insurance and Capital Markets (John Wiley & Sons, 2002).
- Culp, C. L. The Risk Management Process: Business Strategy and Tactics (John Wiley & Sons, 2001).
- Culp, C. L., and M. H. Miller, eds. Corporate Hedging in Theory & Practice (Risk Books, 1999).
- “Option-Based Credit Spreads,” American Economic Review Vol. 108, No. 2 (February 2018) – with Yoshio Nozawa and Pietro Veronesi
- “Shadow Banking, Risk Transfer, and Financial Stability,” Journal of Applied Corporate Finance Vol. 29, No. 4 (Fall 2017) – with Andrea M. P. Neves
- “Credit Risk Transfer with Single-Name Credit Default Swaps,” in The Palgrave Handbook of Unconventional Risk Transfe,. M. Pompella and N. Scordis, eds. (New York, N.Y.: Palgrave Macmillan, 2017) – with Andria van der Merwe and Bettina J. Stärkle
- “Interest Rate Derivatives Products and Recent Market Activity in the New Regulatory Framework,” in Handbook of Fixed-Income Securities, P. Veronesi, ed. (Hoboken, N.J.: John Wiley and Sons, 2016