Pre-Course Reading List Finance

MSc Finance
Pre-course Reading List 2014
This reading list is for students who want to inform themselves about course unit content before starting the MSc Finance programme. We will provide revised and more detailed information on course units, books and academic journal articles at the beginning of term.
Essentials of Finance
Elton, E., Gruber, M., Brown, S., Goetzmann, W. 2010. Modern Portfolio Theory and Investment Analysis: International Student Version, John Wiley & Sons; 8th International student edition.
Derivative Securities
Hull, J. 2014. Options, Futures and other Derivatives, 9th Edition, Prentice Hall.
Introduction to Quantitative Methods
Newbold, P., Carlson, W.L., Thorne, B. 2007. Statistics for Business and Economics, 6th Edition. Prentice Hall, Chapters 10–13.
Foundations of Finance Theory
Poon, S.H., Stapleton, R, 2005, Asset Pricing in Discrete Time: A Complete Markets Approach, Oxford UP. Copeland, T., Weston, F., Shastri, K. 2013. Financial Theory and Corporate Policy, 4th Edition, Pearson Addison-Wesley.
For a review of basic mathematical techniques for the course, see Copeland, Weston and Shastri, appendices A and D. For a review of the properties of the normal distribution see Stapleton and Poon, Chapter 3, appendix.
International Macroeconomics and Global Capital Markets
Reilly, F., Brown, K. 2012. Analysis of Investment & Management of Portfolios, 10th International edition, South Western College Publishing.
Portfolio Investment
Reilly, F., Brown, K. 2012. Analysis of Investment & Management of Portfolios, 10th International edition, South Western College Publishing.
Financial Econometrics
Brooks, C, 2008, Introductory Econometrics for Finance, 2nd Edition, Cambridge University Press: Cambridge.
Corporate Finance
Berk, J., DeMarzo, P. 2014. Corporate Finance, 3rd Global edition. Pearsons.
Advanced Empirical Finance
The reading for this course consists mainly of academic journal articles. Two journal articles that are part of the current course reading and give a flavour of the course material are as follows
Almeida, H., Campello, M., Laranjeira, B., Weisbenner, S., 2011. Corporate debt maturity and the real effects of the 2007 credit crisis. Critical Finance Review 1, 3–58.
Malmendier, U., Tate, G., 2008. Who makes acquisitions? CEO overconfidence and the market’s reaction. Journal of Financial Economics 89, 20–43.
Financial Statement Analysis
Penman, S.H. 2010. Financial Statement Analysis and Security Valuation, 4th Edition, McGraw Hill.
International Finance
Rose, A. 2011. Exchange Rate Regimes in the Modern Era: Fixed, Floating and Flaky. Working paper, Haas School of Business.
Sarno, L., Taylor, M. 2003. The Economics of Exchange Rates, Cambridge University Press.
Real Options in Corporate Finance
Brach, M.A. 2003. Real Options in Practice, Wiley Finance.
Mergers & Acquisitions: Economic & Financial Aspects
Sudarsanam, S. 2010. Creating Value from Mergers and Acquisitions, Prentice Hall. Chapters 1–3.
The Analysis of Business Structures
Brickley, J.A., Smith, C.W., Zimmerman, J.L. 2008. Managerial Economics and Organizational Architecture, 5th Edition, McGraw-Hill. Read Chapters 1–7 as background (ideally before the course starts; otherwise in the first few weeks of the course).。