 | Principles of Corporate Finance + Student CD + Ethics in Finance PowerWeb + Standard and Poor's (McGraw-Hill/Irwin Series in Finance, Insurance, and Real Est) by Richard A Brealey
Buy used from: $24.84 Basic MBA level introduction to corporate finance and project/company valuation. Standard intro textbook. Covers some investment topics as they relate to financial statements and company operations.
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 | Investments by Zvi Bodie
Buy used from: $7.98 MBA level intro to finance/investment. Standard intro textbook. Covers investment related topics mentioned in Brealey, et al in more detail, along with additional material.
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 | An Elementary Introduction to Mathematical Finance: Options and other Topics by Sheldon M. Ross
Buy new: $38.47 / Used from: $34.00 nice introduction to net present value, CAPM, options, portfolios etc. Gives simple, understandable proofs for someone with basic calculus or analysis. Gives enough mathematical detail to be an interesting quick-read introduction to finance without bogging the reader down too much with excursions to extra material.
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 | Theory of Financial Risk and Derivative Pricing: From Statistical Physics to Risk Management by Jean-Philippe Bouchaud
Buy new: $80.80 / Used from: $104.74 Physicists will like this book. Briefly covers some of the topics from Ross, along with additional material on behavioral finance, numerical tools, risk, dynamic hedging, etc. Skips detailed proofs to pack in rough mathematical treatment of a larger number of topics. Has some nice figures and examples to back up concepts. Good to intro to the field.
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 | Quantitative Risk Management: Concepts, Techniques, and Tools (Princeton Series in Finance) by Alexander J. McNeil
Buy new: $59.94 / Used from: $59.00 Intermediate level mathematical/numerical treatment of risk. Covers extreme value theory, dimensionality reduction, mixture models, GARCH, and other topics including the theory behind several commercial default models
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 | Applied Computational Economics and Finance by Mario J. Miranda
Buy new: $52.78 / Used from: $45.00 OK book, not a must-have. Basic "how-to" for standard investment formulas and calculations in matlab, portfolios, options, Black-Scholes, etc. first half of the book is general numerical techniques using matlab..second half is more finance focused. Matlab code available online.
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 | Risk and Asset Allocation (Springer Finance) by Attilio Meucci
Buy new: $83.84 / Used from: $42.09 Intermediate mathematical treatment of CAPM, factor models, portfolio optimization, gives some useful numerical examples of PCA, etc. in finance. Matlab code available online.
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 | Asset Pricing: (Revised) by John H. Cochrane
Buy new: $72.33 / Used from: $48.93 OK book, not a must-have. Intermediate reference on factor models
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 | Inefficient Markets: An Introduction to Behavioral Finance (Clarendon Lectures in Economics) by Andrei Shleifer
Buy new: $32.12 / Used from: $26.71 good review of major topics and concepts in behavioral finance, not a lot of mathematical detail
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 | The Paradox of Asset Pricing (Frontiers of Economic Research) by Peter Bossaerts
Buy new: $115.00 / Used from: $5.17 similar to Shleifer book, covers author's theory with slightly more detailed examples and mathematical content
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 | A Non-Random Walk Down Wall Street by Andrew W. Lo
Buy new: $99.50 / Used from: $24.00 collection of finance papers covering inefficient markets and behavioral finance
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 | Principles of Mathematical Analysis, Third Edition by Walter Rudin
Buy new: $150.96 / Used from: $63.36 classic analysis/calculus reference... goes well with Ross
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 | Mathematical Statistics and Data Analysis by John A. Rice
Buy used from: $37.80 applied probability and statistics reference, undergrad level.
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 | The Elements of Statistical Learning by T. Hastie
Buy used from: $29.88 swiss army knife reference for statistical modeling, prediction models, clustering, and machine learning
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 | An Introduction to Optimization, 2nd Edition by Edwin K. P. Chong
Buy used from: $13.84 optimization algorithm reference, advanced undergrad level. algorithm examples are close to matlab pseudo-code.
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 | Stochastic Calculus: Applications in Science and Engineering by Mircea Grigoriu
Buy new: $82.35 / Used from: $49.00 good mathematics reference for applied stochastic calc. - advanced undergrad/grad level. Very applied, lots of examples and limited proofs.
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 | Random Walks and Random Environments: Volume 1: Random Walks by Barry D. Hughes
Buy new: $375.00 / Used from: $137.34 In-depth theory on the mathematics of random walks, advanced undergrad/grad level mathematics.
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 | Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability) (v. 53) by Paul Glasserman
Buy new: $42.28 / Used from: $39.99 Mathematical "yellow-book" type treatment of derivatives pricing at the advanced undergrad/grad level. Covers topics from a statistical point of view, going in depth into how to apply monte carlo techniques, sampling approaches, derives algorithms and proofs behind a number of financial models.
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 | Choices, Values, and Frames
Buy new: $41.19 / Used from: $34.95 theoretical overview of behavioral economics
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 | Judgment under Uncertainty: Heuristics and Biases
Buy new: $55.25 / Used from: $30.78 theoretical overview of behavioral economics
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 | Online Investing Hacks: 100 Industrial-Strength Tips & Tools by Bonnie Biafore
Buy used from: $4.70 some useful pointers to online data
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 | When Genius Failed: The Rise and Fall of Long-Term Capital Management by Roger Lowenstein
Buy new: $10.88 / Used from: $2.98 pop paperback on the inside politics and problems at LTCM
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