 | Asset Pricing Theory (Princeton Series in Finance) by Costis Skiadas
Buy new: $42.31 / Used from: $39.53 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: $81.95 / 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: $53.80 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: $45.99 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: $48.47 |
 | Empirical Dynamic Asset Pricing: Model Specification and Econometric Assessment by Kenneth J. Singleton
Buy new: $69.08 / Used from: $86.23 |
 | Theory of Financial Decision Making by Jonathan E. Ingersoll
Buy new: $85.94 / Used from: $24.99 older; good reference
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 | Recursive Methods in Economic Dynamics by Nancy L. Stokey
Buy new: $63.91 / Used from: $45.95 Background on dynamic programming
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 | Recursive Macroeconomic Theory by Lars Ljungqvist
Buy new: $51.61 / Used from: $46.00 Good book on dynamic models
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 | The Theory of Corporate Finance by Jean Tirole
Buy new: $52.00 / Used from: $64.69 Overview of corporate finance theory
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 | Microeconomic Theory by Andreu Mas-Colell
Buy new: $107.53 / Used from: $69.99 Basic micro reference
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 | A Course in Microeconomic Theory by David M. Kreps
Buy new: $76.00 / Used from: $38.50 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: $26.49 Great reference on axioms for expected utility
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Listmania!
