金融学研究生必读书

应用金融硕士研究生精读书目陈雨露、张杰、瞿强联合推荐2004-12-71、《经济学原理》N·格里高利·曼昆（N.Gregory Mankiw），中国人民大学出版社。

2、《应用经济计量学》拉姆·拉玛纳山（Ramu Ramanathan），机械工业出版社。

3、《货币金融学》弗雷德里克·S·米什金（Fredcric S.Mishkin），中国人民大学出版社。

4、《金融学》兹维·博迪、罗伯特·默顿，中国人民大学出版社。

5、《公司理财》斯蒂芬·A·罗斯，机械工业出版社。

6、《投资学精要》兹维·博迪，中国人民大学出版社。

7、《国际金融管理》Jeff.Madura，北京大学出版社。

8、《固定收入证券市场及其衍生产品》Suresh.M.Sundaresan，北京大学出版社。

9、《银行管理——教程与案例》（第五版），乔治·H·汉普尔，中国人民大学出版社。

10、《投资组合管理：理论及应用》小詹姆斯·法雷尔，机械工业出版社。

11、《衍生金融工具与风险管理》唐·M·钱斯（Don.M.Chanc），中信出版社攻读博士学位预备生精读书目陈雨露、张杰、瞿强联合推荐2004-12-71、《经济学原理》N·格里高利·曼昆（N.Gregory Mankiw），中国人民大学出版社。

2、《应用经济计量学》拉姆·拉玛纳山（Ramu Ramanathan），机械工业出版社。

3、《金融经济学》（德）于尔根·艾希贝格尔，西南财经大学出版社。

4、《货币金融学》弗雷德里克·S·米什金（Fredcric S.Mishkin），中国人民大学出版社。

5、《金融学》兹维·博迪、罗伯特·默顿，中国人民大学出版社。

6、《国际经济学》（美）保罗·克鲁德曼，中国人民大学出版社。

7、《比较金融系统》富兰克林·艾伦，王晋斌等译，中国人民大学出版社。

8、《世界经济千年史》（英）安格斯·麦迪森（Angus Maddison），北京大学出版社。

9、《金融市场与金融机构基础》（美）弗朗哥·莫迪利亚尼，清华大学出版社1999版。

10、《微观银行学》弗雷克斯，西南财经大学出版社。

11、《公司理财》斯蒂芬·A·罗斯，机械工业出版社。

12、《投资学》兹维·博迪，中国人民大学出版社金融学推荐阅读原创论文目录货币经济学货币经济学理论作者出处1、剑桥方程式马歇尔、庇古Pigou,A.C. , "The value of money" QuarterlyJournal of Economics 32,Nov.38-56,19172、模仿传染模型Lux. T Lux.T, "Herd behavior, bubbles and crashes", The Economic Journal, V ol. 105, pp 881-896, 19953、托宾q效应托宾Tobin, "A general equilibrium approach to monetary theory", Journal of Money, Credit and Banking, pp15-29, Feb. 19694、消费的财富效应莫迪利亚尼Franco Modigliani, "Monetary Policy and Consumption", in Consumer Spending and Money Policy: The Linkages (Federal Reserve Bank of Boston. 1971), pp9-845、流动性偏好凯恩斯Kenyes,J.M.,1936,"The general theory of employment, interest rate and money" in the collected writings of John MaynardKeeynes,V ol.6 London :Macmillan,19716、真实经济周期模型基德兰德、普雷斯科特Kydland,F.E.and Prescott,E.C.. "Time to build and aggregate fluctuations", Econometrica50(6),November:1345-70, 19827、泰勒规则泰勒Taylor J., "Discretion versus policy rules in practice", Carnegie-Rochester Conference Series on Public Policy, V ol.39, 19938、动态非一致性博弈模型Kydland,F,E and Prescott,E.C. Kydland,F,E and Prescott,E.C. ,"Rules rather than discretion: the inconsistency of optimalplans", Journal of Political Economy, V ol.85, PP473, June 19779、MCI Freedman, C Freedman, C ,"The use of indicators and the monetary conditions index in Canada" in Balino, T.J.T and Cottarelli,C eds."Frameworks of monetary stability-policy issues and country experiments",IMF, PP470, 199410、跨期生活费用指数Alchian和Klein Alchian, Klein "On a correct measure inflation", Journal of Money, Credit and Banking, Feb. 197311、动态均衡物价指数Shibuya Shibuya ,"Dynamic equilibrium price index: asset price and inflation", Monetary and Economic Studies, Institute forMonetary and Economic Studies, Bank of Japan, 10(1), 199212、有弹性的通货膨胀目标Ben Bernanke and Mark Gertler Ben Bernanke and Mark Gertler,"Monetary policy and asset price volatility", in "NewChallenge for Monetary Policy", Jackson Hole, August 26-28,199913、金融体系内在脆弱性假说米什金Minsky,H."the financial instability hypothesis：a restatement "帕7714、生命周期假说(Life cycle hypothesis) 莫迪利亚尼、布伦伯格Modigliani,F and brumberg, F ,1954, " Utility analysis and the consumption function :an interpretation of cross-section data.in post-keynesian economics", ed.K.K. Kurihara, New Brunswick: Rutgers university pressModigliani,F and brumberg,F 1954. "Utility analysis and aggregate consumption functions :an attemptat integration" in the collected papers of franco modigliani ,vol.2,thelife cycle hypothesis of saving,ed.A.Abel, Cambridge, Mass: MITPress,1980:79-12715、流动性偏好(Liquidity preference) 凯恩斯Keynes，J.M. , 1937 ,"Alternative theories of the rate of interest", Economic Journal 47, June: 241-52, in the general theory and after ;part 2 defence and development,collected writing of J.M. Keynes V ol.XIV, ed.D.E. Moggride, London: MacmllanKeynes，J.M. 1936, "The general theory of employment, interest and money",.In collected writing of J.M. Keynes V ol.XII, ed. D.E. Moggride,London: Macmllan16、通货膨胀缺口(Inflation Gap) 凯恩斯Keynes, J.M 1940,"How to pay forthe war", Lodon" Macmillan. Reprinted in essays in persuadsion: Thecollected Writing of Jonh Mayynard Keynes Vol.IX, London Macmillan,197217、IS-LM模型希克斯，汉森J.R.Hicks,1937,《凯恩斯先生与古典经济学：一个尝试性解释》，计量经济学年会18、银行的衍生存款理论(derivative deposit theory of banking) 詹姆斯.彭宁顿"Observations on the private banking establishments of the metropolis:first memorandum to huskisson", In Economic writings of James pennington,ed. R.S. sayers, London The London School of Economics and politicalScience, 196319、金融加速因子伯南克，哥特勒等Ben Bernanke, Mark Gertler and Simon Gilchrist, "The financial accelerator in a quantitative business cycleframework", NBER Working Paper 645520、费雪效应费雪Fisher, I. 1930 "The theory of Interest" New York:Macmillan Company21、乘数理论汉森Hansen,A.H.1941 "business cycles and national income"New York: Norton22、"稳定黄金"法则23 最优货币量学说米尔顿.弗里德曼Friedman,M.,1969, "The optimal quantityof money" in The optimum quantity of money and other essays, Chicago: Aldine24、恒久性收入弗里德曼Friedman,M. 1957, "A theory of consumptionfunction", Princeton university Press25、鲍莫尔-托宾的存货理论鲍莫尔、托宾Baumol, W.J. 1952 "The transactions demand for cash: an inventory theoretic approach" , Quarterly Journal ofEconomics 66,Nov. 545-56Tobin, J. 1956 "The interest -elasticity oftransactions demand for cash", Review of economics and statistics 29, May:124-3126、理性预期模型汉森、萨金特Hansen, L. and Sargent ,T. 1981 "Linearrational expectations models for dynamically interrelated variables. InRational Expectations and Econometric practice, ed. R.Lucas, Jr. and T.Sargent, Minneapolis: University of Minnesota Press27、通货膨胀税28、金融结构雷蒙德.W.戈德史密斯《发达国家的金融结构与经济增长－关于金融形态的比较试验》,195529、金融抑制金融深化罗纳德·I·麦金农和爱德华·S·肖《经济发展中的货币和资本》与《经济发展中的金融深化》The American Economic Review，1970s30、利率的期限结构模型萨金特Sargent, T. 1979, "A note on maximumlikelihood estimation of the rational expectations model of the termstructure", Journal of Monetary Economics 5:133-4331、永久收入假设克里斯蒂诺、艾肯鲍姆、马歇尔Christensen,L., Eichenbaum,M. and Marshall, D. 1911. "The permanent income hypothesis revisited", Econometrica 59;397-42432、货币中性(Neutrality of money) 哈耶克Hayek,F.A. von. 1931 "Prices and production", London: George Routledge33、货币交易方程式费雪Fisher,I.1911, "The purchasing power of money",2nd revised edn.1926; reprinted New York:Kelley,196334、可贷资金理论35、流动性升水理论36、货币的替代效应37、哈恩难题国际金融国际金融理论作者出处1、购买力平价理论卡塞尔Cassel,G. 1916, "The present situation of the foreign exchanges", Economic Journal 26,March: 62－52、资产组合平衡分析Branson Branson," Asset market and relative prices in exchange rate determination", 19773、利率平价理论4、一价定律Izard Isard, p. 1979, "How far can we push the law of one price?" American Economic Review 675、特里芬难题特里芬Triffen,R.1960, " Golden and dollar crisis", New Haven: Yale University Press6、M－F模型Mundell R.A Mundell R.A ,"The appropriate use of monetary and fiscal policy under fixed exchange rate" IMF Staff Paper, 19627、格雷欣法则Thomas Gresham 1560, Thomas Gresham 1869, "The history of economics", London: bliss, sands and Co.8、J－曲线效应(J－curve effect) 麦吉Magee, S., 1973, "Currency contracts, pass-through , and devaluation" Brookings paper on economic Activity"9、国际收支的吸收分析法(Absorption approach to the balance of payments) 亚历山大Alexander, S. S., 1952, "effects of devaluation on a trade balance", International monetary fund Staff papers, V ol.2:263-78Alexander, S.S.,1959,"A simplified synthesis of elastic ties and absorption approaches",American Economic Review 49:22-4210、最优货币区理论(optimal currency areas) 蒙代尔Mundell,R.A.1961, "A theory of optimum currency areas", American Economic Review,September:657-65 11、国际收支的弹性分析方法(Elasticities approach to the balance of payments) 查尔斯.比克迪克Bickerdike, C.F.1920, "The instability of foreign exchange" ,Economic Journal 30,March:118-2212、抵补利率平价(covered interest parity) 凯恩斯Keynes,J.M,1923 "A tract on monetary reform", London: Macmillan13、马歇尔－勒纳条件(Marshall-Lener Condition) 马歇尔Marshall,A.1923 "Money, credit and commerce" London: Macmillan14、货币贬值的吸收方法悉尼.亚特兰大Alexander,S. 1952, "Effects of a devaluation on a trade balance" ,International Monetary Fund Staff Paper 2:263-7815、货币贬值的货币方法蒙代尔Mundell,R.A. 1971, "monetary theory" pacific palisades: Good year16、国际收支依赖性经济模型斯旺Swan, T.W. 1960, "Economic control in a dependent economy", Economic record 36:51-6617、汇率超调模型多恩布什Dornbusch, R. 1976, "Expectations and exchange rate dynamics", Journal of Political Economy 84(6):1161-76金融学研究生必读经典(2010-08-08 10:45:16)转载分类：金融标签：杂谈1. Portfolio ManagementBKM: Bodie, Kane and Marcus, Investments, McGraw-Hill, International 2008,7th editionSAB: Sharpe, Alexander and Bailey, Investments, Prentice-Hall, 1999, 6theditionSOLNIKM: Bruno Solnik and Mcleavey, International Investments, Addision- Wesley, 2004, 5th editionGK: Grinold and Kahn, Portfolio Management, Probus Publishing, Chicago, Cambridge (U.K.)2. Equity Valuation and AnalysisSAB: Sharpe, Alexander and Bailey, Investments, Prentice-Hall, 1999, 6theditionBMA: Brealey and Meyers Allen, Corporate Finance, McGraw-Hill,International 2006, 8th edition8th editionSOLNIKM: Solnik and Mcleavey, International Investment, Addision-Wesley, International 2004, 4th edition3. Bond Valuation and AnalysisSAB: Sharpe, Alexander and Bailey, Investment, Prentice-Hall, 1999, 6th editionBKM: Bodie, Kane and Marcus, Investments, McGraw-Hill, International, 2008 7th editionFAB: Fabozzi Frank, J., Bond Markets, Analysis and Strategies, Prentice-Hall, International 2007 6th editionHULL(f): Hull, Fundamentals of Futures and Options Markets, Prentice-Hall, 200, 6th edition Exam GuideHULL Hull, Options, Futures and Other Derivatives, Prentice-Hall, International 2006, 6th editionFEL: Felsenheimer, Jochen, Gisdakis, Philip and Zaiser, Michael, Active Credit & Portfolio Management, A practical guide to credit risk management strategies, Wiley, 20064. Derivative Valuation and AnalysisHULL(f): Hull, J., Funamentals for Futures and Options Markets, Prentice-Hall, International 2008, 6th editionSAB: Sharpe, Alexander and Bailey, Investments, Prentice-Hall, 1999, 6th edition7th editionFAB: Fabozzi Frank, J., Bond Markets, Analysis and Strategies, Prentice-Hall,2007, 6th editionESM: Eiteman, Stonehil and Moffett, Multinational Business Finance,Addison-Wesley, International 2007, 11th editionHULL Hull, J. , Options, Futures & Other Derivatives, Prentice-Hall,International, 2006, 6th edition5. Corporate FinanceBMA: Brealey and Meyers and Allen, Principle of Corporate Finance,McGraw-Hill, International 2006, 6th editionESM: Eiteman, Stonehil and Moffett, Multinational Business Finance,Addison-Wesley, International 2007, 11th edition6. Financial Accounting and Financial Statement AnalysisWSF: White, Sondhi and Fried, The Analysis and Use of Financial Statements,John Wiley & Sons Inc., 1994ESM: Eiteman, Stonehil and Moffett, Multinational Business Finance,Addison-Wesley, 1995, 8th editionREES: Bill Rees, Financial Analysis, Prentice-Hall, 1995PENMAN Stephen, Financial statement analysis and security valuation, McGraw-Hill, international edition, 2001.Alexander David, Anne Britton and Ann Jorissen, International financial reporting and analysis, Thomson, 2005.Palepu Krishna, Paul Healy and Victor Bernard, Business analysis and valuation using financial statements, Thomson Learning, 2nd edition, 2000.BENNINGA Simon and Oded SARIG, Corporate finance: A valuation approach, McGraw-Hill, 1997 7. EconomicsKO: Krugman and Obstfeld, International Economics, Theory and Policy,Addison-Wesley, 2003, 6th editionMankiw: Mankiw, Macroeconomics, Worth Publishers, 2007, 6th editionBlanchard: Blanchard, Macroeconomics, Pearson Prentice Hall, 2006, 4th editionDornbusch: Dornbusch, Fischer and Startz, Macroeconomics, McGraw-Hill, 2003,9th editionFurther Readings1. Portfolio Management- Elton, E. and Gruber, M., Modern Portfolio Theory and Investment Analysis,New York, John Wiley & Sons Inc. 1991- Margin, J.L., Tuttle, D. L. (ed)., Managing Investment Portfolios, Warren,Gortham & Lamont, 1990, 2nd edition- Farell, Portfolio Management, Theory and Applications, McGraw-Hill, 2nd edition- Chopra & Ziembra, The effect of errors in means, variance and covariance onoptimal portfolio choice, JPM, 1993- Fischer & Statman, The mean-variance optimization puzzle: security portfoliosand food portfolio, FAJ, 1997- Perold & Sharpe, Dynamic Strategies for Asset Allocation, FAJ, 1988- Odier & Solnik, Lessons for International Asset Allocation, FAJ, 1993- Jorion, Risk, Measuring the risk in value at risk, FAJ, 1996- Beckers, Manager Skill and Investment Performance: How strong is the link?,JPM, Summer 1997- Kahn, R., What Practicioners need to know about backtesting, FAJ, 19902. Bond Valuation and Analysis- Douglas, L., Bond Risk Analysis, New York, Institute of Finance, 1990.- Elton, E. and M. Gruber, Modern Portfolio Theory and Investment Analysis,Wiley, 1991, chap. 18-20- Fabozzi, F. (ed)., Bond and Mortgage Markets, Probus, 1989- Fabozzi, F. (ed)., The Handbook of Fixed Income Securities, Irwin, 1991.- Joel Stem and Donald H Chew, Jr (eds), The Revolution in Corporate Finance, Blackwell, 1998 - London, J. Modelling Derivatives Applications, FT Press, 2007- Neftci, Salih N. Principles of Financial Engineering, Elsevier Academic Press, 2004- Elton, Edwin J. Gruber, Martin J. Agrawal, Deepak and Mann, Christopher,Expaining the rate spread on corporate bonds, Journal of Finance, Feb 2001- Dynkin, Lev, Gould, Anthony, Hyman, Jay, Konstantinovsky, Vadim, PhelpsBruce, Quantitative Management of Bond Portfolios, Princeton University Press,2007- Duffie, D. Singleton, Kenneth J. Credit Risk, Pricing, Meaurement andManagement, Princeton University Press, 2007- Deutsche Bundesbank(BUBA), Credit Default Swaps-Funktionen, Bedeutungund Informationsgehalt, Monatsbericht, Dec 2004- Das, Sanjiv R., Hanouna, P. Credit Defaualt Swap Spreads, working paper,Santa Clara University , California, 21 June 2006- Bank für internationalen Zahlungsverkehr (BIZ) Indextranchen von CreditDefault Swaps und die Bewertung von Kreditriskokorrelaionen, BIZ-Quartalsbericht, März 20053. Derivative Valuation and Analysis- Hull, J., Options, Futures and other Derivatives and Securities, 4th edition, 1997- Chriss, N., Block-Scholes and beyond; option pricing models, 1997- Rebonato, R., Interest-Rate Option Models, 1997- Galitz, L., Financial Engineering, 1995- Natenberg, S., Option Volatility and Pricing, 19944. Corportate Finance- Clifford W. Smith, Raising Capital: Theory and Evidence (in JS & DC)- Yakov Amihud and Haim Mendelson, Liquidity and Cost of Capital: Implicationfor Corporate Management (in JS & DC)- Barr Rosenberg and Andrew Rudd: The Corporate Uses of Beta (in JS & DC)- S.P. Kothari and Jay Shanken, In Defence of Beta (in JS & DC)- Stewart Myers, The Search for Optimal Capital Structure (in JS & DC)- Stewart Myers, Still Searching for Optimal Capital Structure (in JS & DC)- Merton Miller; The Modigliani Miller Propositions after Thirty Years- Randal Woolridge and Chinmoy Gosh, Dividend Cuts: Do They Always Signal Bad News?- Michael Jensen, The Takeover Controversy: Analysis and Evidence- Allen Michel, Israel Shaked, RJR: A Case Study of a Complex LeveragedBuyout, FAJ, September-October 1991- Mike Wright and Ken Robbie, Corporate Restructuring, Buy-outs andManagerial Equity, The European Dimension- Clifford Smith and D. Skyes Wilford, Managing Financial Risk- Philippe Jorion, Risk: Measuring the Risk in Value at Risk, FAJ, November/December, 1996- Joel Stem and Donald H Chew, Jr (eds), The Revolution in Corporate Finance,Blackwell, 19985. Analysis of Financial Reports and Accounts- Elliot and Elliot, Financial Accounting and Reporting, Prentice-Hall, 2ndedition, 1996- Foster, Financial Statement Analysis, 2nd edition, Prentice-Hall, 19866. Economics- Krugmann, Paul R. & Obstfeld, Maurice (1994), International Economics:Theory and Policy, 3rd edition, HarperCollins College Publishers (Scott,Foresman & Co), New York- Samuelson, Nordhaus (1998), Economics, 16th edition, Irwin McGraw-Hill, New York- Solnik, Bruno (1996), International Investment, 3rd edition, Addision-Wesley, Reading, MA1经济学必看书籍个人推荐的阅读书目1776年《国民财富的性质和原因的研究》亚当.斯密1890年《经济学原理》（上下册）马歇尔1848年《经济学》（上下册）萨缪尔森《西方世界的兴起》这几本书是学习经济学金融学应阅读的书目，但只有在大的图书馆才借阅得到。