 | A History of the Theory of Investments: My Annotated Bibliography (Wiley Finance) by Mark Rubinstein
Buy new: $64.51 / Used from: $40.00 A must read from cover to cover for any serious student of finance. This is probably the best compilation of investment-related research.
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 | Asset Pricing: (Revised) by John H. Cochrane
Buy new: $74.63 / Used from: $48.92 Fabulous book on asset pricing that covers most of today's relevant topics. This is one of the well organized books, and it covers many topics that are not covered in other asset pricing texts.
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 | Foundations for Financial Economics by Chi-fu Huang
Buy used from: $95.00 A classic text on the basics of asset pricing. Although other texts probably cover the same material, this is one for the bookshelf.
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 | Theory of Financial Decision Making by Jonathan E. Ingersoll
Buy new: $84.91 / Used from: $19.99 A complete text on the fundamentals of finance. Although quite dated, this book is still one of the best written asset pricing books. It covers major topics with clarity.
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 | Introduction to the Economics and Mathematics of Financial Markets by Jaksa Cvitanic
Buy new: $77.38 / Used from: $45.00 One of the best introductory books that deals with discrete and continuous-time models. Definitely more readable than Duffie and a little bit more technical than Bjork.
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 | Options, Futures and Other Derivatives (6th Edition) by John C. Hull
Buy new: $206.67 / Used from: $50.00 The classic introductory text in derivatives. This is the analogous to Greene in econometrics - an encyclopedic treatment of the topics. Then, you should read more focused books to get a better feel for the details.
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 | Stochastic Differential Equations: An Introduction with Applications (Universitext) by Bernt Oksendal
Buy new: $37.08 / Used from: $28.00 One of the best stochastic calculus books around. Probably one of the more technical books around, but I don't think there's any way to get around that when talking about SDEs.
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 | Investment under Uncertainty by Avinash K. Dixit
Buy new: $84.58 / Used from: $42.81 One of the pioneering texts in real options. A must read for those seeking to delve into real options.
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 | Real Options, Revised Edition: A Practitioner's Guide by Tom Copeland
Buy new: $54.15 / Used from: $39.99 The most readable real options text book available. This book does a great job introducing the reader to real options. Not too technical and uses only binomial models.
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 | Real Options: Managerial Flexibility and Strategy in Resource Allocation by Lenos Trigeorgis
Buy new: $51.51 / Used from: $19.48 A comprehensive approach to discussing real options. More technical than Copeland's book.
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 | Econometric Analysis of Cross Section and Panel Data by Jeffrey M. Wooldridge
Buy new: $68.76 / Used from: $59.98 The standard cross-section and panel data text in graduate programs.
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 | Microeconomic Theory by Andreu Mas-Colell
Buy new: $100.00 / Used from: $65.00 No economics and business graduate student should complete their course without reading this book. This is the standard text for a first year doctoral course in microeconomics. Huge and heavy, but very well-written.
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 | Microeconomic Analysis, Third Edition by Hal R. Varian
Buy new: $77.50 / Used from: $50.00 Used to be the standard text for graduate micro prior to MWG. Much more readable but not as complete as MWG.
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 | 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: $14.99 This can be argued as the best MBA corporate finance text around. I have used several editions of this book, and still find this the clearest of all books in its class.
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 | Econometric Analysis (5th Edition) by William H. Greene
Buy used from: $75.00 The standard graduate econometrics text, which provides an encyclopedic treatment of many topics.
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 | Time Series Analysis by James Douglas Hamilton
Buy new: $82.95 / Used from: $59.00 The best time series book available in the market. It covers every major topic in TSE, but requires some work on the part of the reader.
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 | Advanced modelling in finance using Excel and VBA by Mary Jackson
Buy new: $84.37 / Used from: $49.47 My choice for those desiring to learn financial modeling using Excel and VBA. This book covers basic to intermediate financial models, and touches upon major topics that every finance practitioner must know.
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 | Applied Computational Economics and Finance by Mario J. Miranda
Buy new: $32.26 / Used from: $30.96 For those using MATLAB, this book provides you with a good idea of what MATLAB can do. A decent understanding of continuous-time models may be needed for some topics.
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 | Investments by Zvi Bodie
Buy used from: $8.98 Good introductory text in investments. Fairly basic, but clear discussion of the subject matter.
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 | The Analysis and Use of Financial Statements by Gerald I. White
Buy new: $167.51 / Used from: $20.00 The best book for those seeking to learn how to read financial statements. Might need a decent understaning of accounting concepts to fully appreciate this book. It delves into great detail into each major line item.
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 | Mathematics for Economists by Carl P. Simon
Buy new: $128.38 / Used from: $42.99 A good reference for the necessary basic mathematical concepts required for graduate study in economics.
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 | The Structure of Economics: A Mathematical Analysis by Eugene Silberberg
Buy used from: $81.00 A good reference book that covers basic quantitative techniques and concepts used in economics. Good background book for those seeking a Ph.D.
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 | Principles of Mathematical Analysis, Third Edition by Walter Rudin
Buy new: $93.75 / Used from: $61.87 A classic textbook in real analysis but a pretty tough read. I used this in my first year doctoral course in quantitative methods.
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 | Financial Econometrics: From Basics to Advanced Modeling Techniques (Frank J. Fabozzi Series) by Svetlozar T. Rachev
Buy new: $67.50 / Used from: $58.00 Straight-forward book that discusses major issues in financial econometrics. It is written quite clearly with very informative examples.
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 | Option Pricing Models and Volatility Using Excel-VBA (Wiley Finance) by Fabrice Douglas Rouah
Buy new: $64.83 / Used from: $49.98 Fairly interesting discussiono of OPM using Excel and VBA. This book provides a good starting point when you want to learn how to convert theoretical models into usable code.
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 | The Theory of Corporate Finance by Jean Tirole
Buy new: $52.16 / Used from: $69.01 Given that most corporate finance books are written in the same way, this comes as a welcome relief. It uses tools of game theory to discuss the major themes in corporate finance.
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 | Analysis of Panel Data by Cheng Hsiao
Buy new: $31.69 / Used from: $22.01 Very clear and concise. Excellent discussion of different panel data models, especially the discussion on fixed and random effects.
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 | Mathematical Statistics for Economics and Business by Ron C. Mittelhammer
Buy new: $80.65 / Used from: $61.07 Mathematical statistics is essential for a complete understanding of econometrics. This book takes you on a clear and detailed discussion of the relevant theories and concepts of statistics applied to economics.
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 | Econometric Foundations Pack with CD-ROM by Ron C. Mittelhammer
Buy new: $89.25 / Used from: $4.95 This book follows a similar format to Mathematical Statistics for Business and Economics because both books have the same author. Unlike Greene's econometrics book, this book provides a more solid and technical foundation to basic econometric models. The presentation of the topics is better. Also, this book does not aim to cover as much as Greene.
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 | Financial Theory and Corporate Policy (4th Edition) by Thomas E. Copeland
Buy new: $143.69 / Used from: $100.00 Since being updated, this book is now one of the best intermediate corporate finance texts. Concepts are presented in a more technical manner than Brealey and Myers, but the coverage is still fairly substantial. This book is a must have in the finance practitioner's bookshelf.
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