 | Asset Pricing Theory (Princeton Series in Finance) by Costis Skiadas
Buy new: $42.31 / Used from: $39.44 New book by Costis Skiadas looks great -- a nice replacement for the old H&L.
(Also coming: new book by Kerry Back -- also very nice)
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 | Asset Pricing: (Revised) by John H. Cochrane
Buy new: $74.63 / Used from: $48.92 nice book to give an overview of the facts (and lots of other stuff as well)
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 | Dynamic Asset Pricing Theory, Third Edition. by Darrell Duffie
Buy new: $80.00 / Used from: $53.69 Another good book:
--Foundations for Financial Economics (Hardcover)
by Chi-Fu Huang, Robert H. Litzenberger (harder to find these days)
-- SECOND EDITION IS ALSO JUST FINE
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 | Prices in Financial Markets by Michael U. Dothan
Buy new: $84.95 / Used from: $49.98 A very good book. It has a great treatment of the basic pricing kernel results and is a wonderful introduction to continuous-time finance.
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 | The Econometrics of Financial Markets by John Y. Campbell
Buy new: $84.00 / Used from: $54.95 |
 | Empirical Dynamic Asset Pricing: Model Specification and Econometric Assessment by Kenneth J. Singleton
Buy new: $68.57 / Used from: $86.23 |
 | Theory of Financial Decision Making by Jonathan E. Ingersoll
Buy new: $84.91 / Used from: $19.99 older; good reference
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 | Recursive Methods in Economic Dynamics by Nancy L. Stokey
Buy new: $60.83 / Used from: $45.00 Background on dynamic programming
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 | Recursive Macroeconomic Theory by Lars Ljungqvist
Buy new: $51.36 / Used from: $46.00 Good book on dynamic models
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 | The Theory of Corporate Finance by Jean Tirole
Buy new: $52.16 / Used from: $65.84 Overview of corporate finance theory
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 | Microeconomic Theory by Andreu Mas-Colell
Buy new: $104.49 / Used from: $72.90 Basic micro reference
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 | A Course in Microeconomic Theory by David M. Kreps
Buy new: $76.00 / Used from: $37.00 overview of micro
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 | Notes On The Theory Of Choice (Underground Classics in Economics) by David Kreps
Buy new: $38.70 / Used from: $25.50 Great reference on axioms for expected utility
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Listmania!
