Mathematical Statistics

Mathematical Statistics
A A Borokov
CRC

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Essentials of Statistical Inference
G. A. Young , R. L. Smith
Cambridge University Press

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Time Series Analysis

Time Series Analysis
James Douglas Hamilton
Princeton University Press

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Introduction to modern time series analysis
Gebhard Kirchgaessner/Kirchgässner (I ain't sure which spelling is right)
Jürgen Wolters
Springer

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Analysis of Financial Time Series
Ruey S. Tsay
Wiley-Interscience

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Econometrics and Statistics

Econometrics
Fumio Hayashi
Princeton University Press

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Schaum's Outline of Statistics and Econometrics
Dominick Salvatore , Derrick Reagle
Schaum's Outlines

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Financial Market

Introduction to the Economics and Mathematics of Financial Markets
Jaksa Cvitanic , Fernando Zapatero
The MIT Press

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Market Models: A Guide to Financial Data Analysis
Carol Alexander
Wiley

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Copula Methods

Copula Methods in Finance
Umberto Cherubini , Elisa Luciano , Walter Vecchiato
Wiley

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Global Finance

The Global Money Markets
Frank J. Fabozzi , Steven V. Mann , Moorad Choudhry
Wiley

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International Macroeconomics and Finance
Nelson C. Mark
Blackwell Publishing,

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Asset Pricing and Portfolio Optimization

Asset Pricing
John H. Cochrane
Princeton University Press

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Introduction to Modern Portfolio Optimization with NuOPT, S-PLUS and S+Bayes
Bernd Scherer , R. Douglas Martin
Springer

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Investment Risk Management

Investment Risk Management
Yen Yee Chong
Wiley

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Theory of Financial Risk : From Statistical Physics to Risk Management-1st Edition
Jean-Philippe Bouchaud , Marc Potters
Cambridge University Press
File Format:Djvu

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Financial Market and Arbitrage

Inside Volatility Arbitrage : The Secrets of Skewness
Alireza Javaheri
Wiley

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An Arbitrage Guide to Financial Markets
Robert Dubil
Wiley

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Hedge Fund

Hedge Fund Course
Stuart A. McCrary
Wiley

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Hedge Fund of Funds Investing: An Investor's Guide
Joseph G. Nicholas
Bloomberg Press

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Fixed Income Securities and Credit Derivatives

Fixed Income Securities and Derivatives Handbook: Analysis and Valuation
Moorad Choudhry
Bloomberg Press

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Credit Derivatives: Instruments, Applications and Pricing
Mark J. P. Anson , Frank J. Fabozzi , Moorad Choudhry , RenRaw Chen
John Wiley & Sons

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Financial Engineering

Finite Difference Methods in Financial Engineering: A Partial Differential Equation Approach
Daniel J. Duffy
Wiley

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Financial Engineering Principles: A Unified Theory for Financial Product Analysis and Valuation
Perry H. Beaumont
Wiley

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Mathematics of Money Management and Securities Industry

The Mathematics of Money Management: Risk Analysis Techniques for Traders
Ralph Vince
Wiley

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Mathematics of the Securities Industry
William Rini
McGraw-Hill

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All about Anna Real Options

Real Options Analysis: Tools and Techniques for Valuing Strategic Investments and Decisions
Johnathan Mun
Wiley

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Real Options Analysis Course : Business Cases and Software Applications
Johnathan Mun
Wiley

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Real Options in Practice
Marion A. Brach
Wiley

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Investment Theory

Investment Science
David G. Luenberger
Oxford University Press, USA
The book was scanned upside down. So you have to rotate it to read it :(

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Investment under Uncertainty
Avinash K. Dixit , Robert S. Pindyck
Princeton University Press

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Learn from the Real Guru:Nassim Taleb

Dynamic Hedging: Managing Vanilla and Exotic Options
Nassim Nicholas Taleb
Wiley

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Fooled by Randomness: The Hidden Role of Chance in the Markets and in Life
Nassim Nicholas Taleb
W. W. Norton & Company

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Financial Economics

Principles of Financial Economics
Stephen F. LeRoy , Jan Werner
This is the draft version of March 10,2000; however I don't know whether there is any difference with the CUP edition.

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Quantitative Financial Economics: Stocks, Bonds and Foreign Exchange-1st Edition
Keith Cuthbertson
Wiley

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CFA 2007 Schweser Study Notes Level 2 , 6 books + Quick Sheet

Book 1-Ethics & Quantitative Methods

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Book 2-Economics

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Book 3-Financial Statement Analysis

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Book 4-Equity Investments

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Book 5-Fixed Income investments and derivative investments

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Book 6-Sample Exams

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Quick Sheet

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CFA 2007 Schweser Study Notes Level 1 , 6 books

Book 1-Ethics & Quantitative Methods

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Book 2-Economics

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Book 3-Financial Statement Analysis

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Book 4-Corporate Finance

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Book 5-Fixed Income, derivative and alternative investments

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Book 6-Sample Exams

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