中国人民大学财政金融学院金融学专业推荐阅读书目 [推广有奖]

11楼

elims 发表于 2004-12-7 16:04:00

Dynamic Asset Pricing Theory﹡ Darrell Duffie的书我曾花了两个星期去just wanna have a scan, but failed the trial. It just too difficult for me. It should not be expected every People could read this. It only to some certain level people. Probably only those with very strong mathematic backgroud could give a trial. Wish u guys good luck!

However, John Hull's "Options, Futures and other Derivative Securities" shoud be read agian,again and again. It abs. worth u dump tons of bomb on it. conquer the castle. It is definitely worth.

12楼

smiling111 发表于 2004-12-16 18:28:00

不错

13楼

ymwang 发表于 2004-12-16 19:43:00

公司财务的太基础了点，适合本科生

14楼

midi51 发表于 2004-12-16 19:51:00

以下是引用ymwang在2004-12-16 19:43:46的发言：

公司财务的太基础了点，适合本科生

其实你如果看国外金融系的PHD<公司金融>课程大纲时,也会要求博士生熟读这些书. 当然PHD的主要课程要求是系统的读大量论文.

当然,对研究方向为CORPORATE FINANCE的PHD而言,理论层次的<公司金融>教科书,应该是JEAN TIROLE的<LECTURE NOTES ON CORPORATE FINANCE> 以及BOLTON 的<CONTRACT THEORY>.

15楼

midi51 发表于 2004-12-16 19:58:00

以下是引用Larry在2004-5-30 20:22:57的发言： 一、经济学基础和工具类 1、Principles of Economics（上下册） N.Gregory Mankiw 2、Macroeconomics（Seventh Edition） Rudiger Dornbush etc. 3、Advanced Macroeconomics Romer D. 4、Macroeconomic Theory﹡ Sargent T.J. 5、Dynamic Macroeconomics﹡ Sargent T.J. 6、Handbook of Macroeconomics (Volume1A 1B 1C) J.B. Taylor & M. Woodford 7、International Economics：Theory and Policy（Fifth Edition） R.Krugman, Maurice Obtesfeld 8、Intermediate Microeconomics：A Modern Approach Varian H. 9、Microeconomic Theory﹡ Mas-colell A.Whinston M.D.&Green J.R. 10、Basic Econometrics Gujarati D.N. 11、Econometric Analysis (Fourth Edition)﹡ Willian H. Greene 12、The Econometrics of Financial Markets﹡ Campbell J.Y. Lo, A.W.&Mackinlay A.C. 13、The Analysis of Uncertainty and Information﹡ Laffont J.J. 14、A Concise Economic History of the World Cameron R 15、World Economic Primacy：1500 to 1990 Chales P.Kindleberger 二、金融学基础类 16、Foundation for Financial Economics Huang C.F. & Litzenberger R.H. 17、Principles of Financial Economics S.F. Leroy & Jan Werner 18、Handbooks of Monetary Economics(1 and 2) Benjamin M. Friedman& Frank H.Hahn 19、The Economics of Money, Banking and Financial Markets Frederic S. Mishkin 20、Public Finance(fifth Edition) Harvey S.Rosen 21、Comparing Financial System Allen & Gale 22、Investments(Fifth Edition) Zvi Bodie, Alex Kane,Man J. Marcus 23、International Financial Markets：Prices and Policies Richard M. Levich 24、Methods of Mathematical Finance﹡ Karatzas l. &Shreve S.E. 25、Asset Pricing John H. Cochrane 26、Dynamic Asset Pricing Theory﹡ Darrell Duffie 金融学专业分类：（一）货币政策与理论 27、Monetary Theory and Policy Carl E. Walsh 28、Financial Management and Policy James C. Van Horne 29、The role of central banking in China's economic reform﹡ Carsten Holz （二）商业银行 30、Financial Institutions Management：A Modern Perspective (Third Edition) Anthorny Saunders 31、Microeconomics of Banking Xavier Freixas & Jean-Charles Rochet 32、Risk Management in Banking﹡ Jol Bessis 33、Banking Technology Handbook edited by Jessica Keyes （三）国际金融 34、International Economics(II) (International Monetary Theory And Open-Economy Macroeconomics) Gandolfo G. 35、International Finance Ephraim Clark 36、International Financial Management Jeff Madura 37、International Money and Finance（Sixth Edition）﹡ Michael Melvin. 38、The Handbook of International Trade Finance Dunford, Campbell 39、Theory of International Trade﹡ Dixit A.K.&Norman V. 40、International Finance：Management, Markets, and Institutions Prentice Hall （四）证券投资 41、Fundamentals of Investment Appraisal Steve Lumby, Chris Jones 42、Modern Investment Theory Prentice Hall 43、Investment under Uncertainty﹡ Dixit A.K.&Pindyck R.S. 44、Investment Science﹡ David G. Luenberger （五）公司财务 45、Fundamentals of Corporate Finance（Sixth Edition） Stephen A. Ross, Randolph W. Westerfield, Bradford D. Jordan. 46、Principles of Corporate Finance Brealey & Myers 47、New Corporate Finance：Where Theory meets Practice(Third Edition) Chew. （六）金融工程 48、Financial Engineering Marshall J.F.&bansal V.K. 49、Options, Futures and other Derivative Securities Hull J. 50、Derivative Securities﹡ Robert Jarrow & Stuart Turnbull 注：﹡标明难度较高的读物，Prentice Hall 表示美国的一家出版社，其余为书的编著者。该书目由中国人民大学财政金融学院院长陈雨露教授和应用金融系主任瞿强副教授提供。

Public Finance(fifth Edition) Harvey S.Rosen 对应我国的财政学, 不过按我国的传统财政金融一直是不分家的.

Most people think Dynamic Asset Pricing Theory is a book for maths guys!