All courses:

Asset Pricing:

Kritzman, Mark P., Puzzles of Finance: Six Practical Problems and Their Remarkable Solutions; Bernstein, P., Capital Ideas: The Improbable Origins of Modern Wall Street.

Corporate Finance:

Brealey, Richard A. and Stewart C. Myers, Principles of Corporate Finance;

Copeland, T.E. and J.F. Weston, Financial Theory and Corporate Policy.

Financial Econometrics:

Before students arrive in Oxford they MUST have read either (and preferably both) of the following books:

• Koop, G. (2005). Analysis of Financial Data. New York: Wiley and Sons.

Ch. 1-12. Koop assumes less and is more appropriate if you are new to statistics or econometrics.

• Brooks, C. (2002). Introductory Econometrics for Finance. Cambridge: Cambridge University Press.

Ch. 1, 3-5, 6.12-6.14 and 7-8. Sections specific to a software package can be ignored. Brooks goes into more detail than Koop and may be difficult if you do not have some familiarity with econometrics.

Microeconomics:

Economics. A formal background is not assumed. The pace is, however, rapid. Students without an economics-related degree, therefore, would benefit from some initial private study, perhaps based upon some of the texts listed in the reading recommendations given in the course outline. For those with no economics background at all, a gentle start would be to peruse “bedtime reading” books:

HARFORD, T. (2006): The undercover economist. Oxford University Press.

DIXIT, A. K. AND B. NALENUFF (1991): Thinking strategically: the competitive edge in business, politics, and everyday life. Norton, New York.

If you wish to delve into Microeconomics at a graduate level then you should consult the texts by Mas-Colell, Whinston, and Green and by Varian in the reading recommendations list. The former text, especially, goes further than the course and so you should read selectively.

Mathematics. We use basic mathematical tools. Ideally, students should be familiar with: algebraic manipulation; solving and simplifying equations and inequalities; sequences, series, and limits; functions; differentiation; simple unconstrained optimization; partial differentiation; constrained optimization; integration; basic probability; random variables; common probability distributions. More generally, students should be comfortable with the expression of precise arguments in a mathematical form. As a guide, students may wish to refer to:

ANTHONY, M. AND N. BIGGS (1996): Mathematics for economics and finance: methods and modelling. Cambridge University Press, Cambridge.

好友的reading list。

我有corporate finance，希望有其他书的电子版的同学大家能分享一下。