2 (Unrelated) Questions

[paradox3696]

Originally Posted by LouisBD

If your interested in derivative pricing than I fully recommend Baxter and Rennie: Financial Calculus: An Introduction to Derivative Pricing
It is just such a great book (my number 1). Very short and beautifully written and it will give you the flavor of what it is all about. Although a small warning, it is not that practical oriented but shows more the deeper mechanics. While it is not that mathematical, people without some quantitative background often struggle with this book.

For a person who has never taken a financial thoery class, this book would be hard for OP to digest IMO. In fact, I would say that this book is highly mathematical.

[LouisBD]

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[Profgif]

Financial markets
- Danthine, Donaldson - Intermediate financial theory (more applied)
- Le Roy, Werner - Principles of financial economics
- (Paper) Geanakoplos, J.D. 1990. “An Introduction to General Equilibrium with Incomplete Asset Markets,” Journal of Mathematical Economics, 19:1-38.
- (Paper) Geanakoplos, J. and Shubik M. 1990. "The Capital Asset Pricing Model as a General Equilibrium with Incomplete Markets." The Geneva Papers on Risk and Insurance Theory , 15(1): 55-71

Corporate finance
Tirole - The Theory of Corporate Finance

MBA level (probably not suited for an economist, but worth taking a look at them):
Brealey, Myers - Principles of Corporate Finance
Bodie et. al - Investments
Also take a look at MITs OCW, there are some courses there.

I heard from one professor that one should stay away from Fabozzi.

For books on stochastic calculus or derivatives, you should make another post here or probably at a more appropriate (i.e. financial) forum describing your background, there is a wide variety of options but in my opinion the proper book depends highly on your current knowledge of mathematics. Wilmott - The Mathematics of Financial Derivatives may be a good introduction if you are new to the subject; while Paul Wilmott Introduces Quantitative Finance is exactly like a "... for Dummies" book worth reading when one does not know anything yet.

Just my anyway...