Suggested Readings and Linksfor Students of Finance
(Right click to link to book description from Amazon)
The Stories
When Genius Failed: The Rise and Fall of Long Term Capital Management; RogerLowenstein
Origins of the Crash; Roger Lowenstein
Capital Ideas: The Improbable Origins of Modern Wall Street; Peter Bernstein
Capital Ideas Evolving; Peter Bernstein
Liar’s Poker: Rising through the Wreckage on Wall Street; Michael Lewis
Monkey Business: Swinging through the Wall Street Jungle; John Rolfe and Peter Troob
Nerds on Wall Street: Math, Machines, and Wired Markets;David Leinweber
Quants: The Alchemists of Wall Street; (video) Marije Meerman
Perspectives on Decision Making
Irrational Exuberance; Robert Schiller
Fooled by Randomness: The Hidden Role of Chance in Life and in the Markets; Nicholas Taleb
The Black Swan: The Impact of the Highly Improbable; Nicholas Taleb
Moneyball: The Art of Winning an Unfair Game; Michael Lewis
Reminiscences of a Stock Operator; Edwin Levernc
Against the Gods: The Remarkable Story of Risk; Peter Bernstein
A Random Walk Down Wall Street; Burton Malkiel
Extraordinary Popular Delusions and the Madness of Crowds; Charles MacKay
The Wisdom of Crowds; James Surowiecki
The Poker face of Wall Street; Aaron Brown
More Than You Know: Finding Financial Wisdom in Unconventional Places; MichaelMauboussin
A Mathematician Plays the Stock Market;John Allen Paulos
TheWinner’s Curse: Paradoxes and Anomalies of Economics;Richard Thaler (bonus: video)
The Drunkard’s Walk: How Randomness Rules Our Lives; Leonard Mlodinow(bonus:video)
Words from “the Gurus”
Bill Gross on Investing; William H. Gross
Essays by Warren Buffett; Warren Buffett
The Alchemy of Finance: Reading the Mind of the Market; George Soros
Maestro: Greenspan’s Fed and the American Boom; Bob Woodward
The Education of a Speculator;Victor Niederhoffer
Market Wizards: Interviews with Top Traders; Jack D. Schwager
The New Market Wizards: Conversations with America’s Top Traders; Jack D. Schwager
Money Masters of Our Time; John Train
One Up On Wall Street: How to Use What You Already Know to Make Money in the Market; Peter Lynch
Inside the House of Money;Steven Drobny
The Intelligent Investor; Benjamin Graham
How I became a Quant: Insights from 25 of Wall Street’s Elite; Richard Lindsey and Barry Schachter
References
Understanding Wall Street; Jeffrey Little and Lucian Rhodes
Barron's Dictionary of Finance and Investment Terms; John Downes and Jordan ElliotGoodman
Trading and Exchanges: Market Microstructure for Practitioners; Larry Harris
Analysis for Financial Management; Robert Higgins
Financial Modeling; Simon Benninga
Hidden Financial Risk: Understanding off Balance Sheet Financing; J. Edward Ketz
The Financial Numbers Game: Detecting creative accounting Practices; Charles Mulford
Financial Shenanigans: How to detect accounting gimmicks and fraud in financial reports; Howard Schilit
Financial Fine Print: Uncovering a Company’s True Value; Michelle Leder
Introduction to Fixed Income Mathematics; Frank Fabozzi
Investment Valuation; Aswath Damodaran
Handbook of Fixed Income Securities; Frank Fabozzi
Handbook of Mortgage Backed Securities; Frank Fabozzi
Principles of Corporate Finance; Franklin Allen, Richard Brealey, and Stewart Myers
Bond Book: Everything Investors Need to Know About Treasuries, Municipals, GNMAs, Corporates, Zeros, Bond Funds, Money Market Funds, and More; Annette Thau
Controlling and Managing Interest Rate Risk; Anthony G. Cornyn and Robert A. Klein
The Handbook of Fixed Income Securities; Edited by Frank J. Fabozzi
The Money Market; Marcia Stigum
Money Market Bond Calculations; Marcia Stigum
Options, Futures and Other Derivatives; John C. Hull
Derivatives; Robert McDonald
Option Volatility & Pricing: Advanced Strategies and Techniques ;Sheldon Natenberg
Investment Analysis and Portfolio Management; Frank Reilly and Keith Brown
Essentials of Investments; Zvi Bodie, Alex Kane, and Alan Marcus
Cartoon Guide to Statistics; Larry Gonick and Woollcott Smitt
International Economics: Theory and Policy; Paul R. Krugman
Heard on the Street: Quantitative Questions from Wall Street Job Interviews; Tim Crack
Vault Guide to Finance Interviews
Vault Guide to Sales and Trading
Vault Guide to Investment Banking
Websites
News, prices, and forecasts
DealBook's document room
dealbreaker.com
finance.yahoo.com
Bloomberg Markets monthly magazine
Data for the muni market
WoframAlpha - Finance
Market trading simulations
CME Group market simulation game
Yahoo's list of financial simulation games on the web
Exchanges
stock futures)
Financial Research
American Finance Association and link to the Journal of Finance
Journal of Financial Economics
Review of Financial Studies
Journal of Financial and Quantitative Analysis
Journal of Corporate Finance
Western Finance Association
SSRN: Financial Economics Network
John Cochrane's writing tips for Ph D students
Other
Reelin’ in the years - A collection of videos chronicling the history of finance
Riskdata.com
Warren Buffet’s letters to Berkshire Hathaway shareholders
Numbersguy
Bloomberg’s Financial Glossary (compiled by Campbell Harvey)
Freakanomics.com
Statistical Analysis and Football: A great combination
Trading Technologies See extensive list of exchanges and trading firmsunder TT gateways
Corrections or suggestions for additions are appreciated. Email them to