A friend studying finance, I wonder if the list he gave will help you?
Microeconomics:
Microeconomics-modern viewpoint
Covers most of the primary books on microeconomics.
Microeconomics-Theory and Application
Books linking intermediate microeconomics and advanced microeconomics have no mathematical deduction, but most of the topics are directly related to high and micro content.
Microeconomics-Advanced Course Varian
Those interested in financial economics are mainly recommended to read chapters such as Uncertainty and Capital Market and Time and General Equilibrium.
Macroeconomics:
Macroeconomics-global perspective: saxophone
It is all-encompassing, and it will be interesting for students who have the foundation of macroeconomics to list all the viewpoints of macroeconomics in detail.
Macroeconomics blanchard
This book is the clearest and most detailed book on total supply and total demand that I have ever read.
David Romer, Senior Macroeconomics
Gao Hong's textbook, the part about economic growth is very general, but the part about fluctuation theory and the part about investment and consumption are very brilliant.
Senior macroeconomics blanchard, Stanley Fisher
Ramsey's model is very detailed, and at the same time, it talks about many new ideas different from the mainstream (real economic cycle) in economic fluctuations, such as chaos and sunspots. But this book contains a lot of mathematics and requires a high degree of macroeconomic foundation and intuition. It is recommended to read further after you have achieved something. International macroeconomics
Exchange rate and international finance, Lawrence Copeland
This paper introduces a large number of international macroeconomics and exchange rate determination theories, especially the monetarism theory, Mundell model, Dornbush overshoot model and asset market model, and has a large number of examples.
Krugman, International Economics
Introduction to International Economics is beautifully written, which can arouse readers' thinking when explaining phenomena in easy-to-understand language.
Gandalf, International Economics
Connecting intermediate textbooks and advanced textbooks, mathematics is used more, and it is explained in detail. Writing is different from that of American economists, who have narrow knowledge, learn from others and respect economic traditions.
Fundamentals of international economics, Opstad law, Rogoff
The Bible of international economics, its preface declares that a unified international macroeconomic system will be established. It is convincing to take the micro-foundation as the derivation basis. There are a lot of mathematical derivations, which are suitable for advanced learning.
Optimization theory:
Jiang Zhongyi, the basic method of mathematical economics
This book gives a comprehensive explanation of calculus, linear algebra and other knowledge applied to economics, and takes the application in economics as an example, which is very suitable for liberal arts students to supplement economic mathematics. In my opinion, if you really understand this book, you can meet the needs of most courses.
Jiang Zhongyi, the foundation of dynamic optimization.
Gao Hong's first semester course must be written into a book, and the variational method and dynamic optimization are described in detail.
Econometrics:
Econometrics Damodar N.Gujarati
Undergraduate level textbooks, through which you can enter advanced econometrics.
Econometrics-Modern Viewpoint woodridge
This paper discusses in detail the problems existing in many advanced textbooks with a large number of examples, combining intermediate textbooks with advanced textbooks. Recommended reading.
Theory and method of econometrics
Financial time series:
Financial time series analysis
The teaching material of Master of Finance in the University of Chicago focuses on the application of financial measurement in time series, but only gives a brief introduction to the high-level content without deduction. It's hard to understand when jumping.
Time series analysis of applied econometrics
The textbook of Intermediate Econometrics has a detailed description of stationary time series, non-stationary time series and volatility modeling, which is easy to understand and does not involve detailed proof and derivation.
John Hall, Risk Management and Financial Institutions
VaR is discussed in detail.
Econometric model of financial time series
Introduction to financial fundamentals
Boddy Merton, Finance
It was after reading this book that I became interested in finance. This is an interesting introductory book.
Investment principle
Boddy, investment science
The intermediate course has a preliminary but by no means superficial explanation of cash flow pricing, equilibrium pricing (CAPM), arbitrage pricing (APT) and derivative pricing, which is very suitable for close reading.
Principles of corporate finance
Beautiful and fluent writing, everyone's work. Reading this book is a pleasure.
Derivative pricing theory
Option futures and other derivatives John Hall
Known as the Bible of Wall Street, it comprehensively introduces all kinds of derivatives and their pricing. However, there are some shortcomings in this book, such as martingale pricing method and GARCH process, which are not explained in depth. However, I think this book is the best if we regard it as the threshold to enter financial derivatives.
A Preliminary Introduction to Mathematical Financial Options and Other Topics
It further supplements the knowledge of mathematics, and it is said that the exercises after class are extremely challenging.
Stochastic calculus of finance
Carnegie Mellon's master of financial engineering textbook. The perfect combination of stochastic calculus and financial mathematics, from shallow to deep, has a little meaning, and is recommended to students interested in financial mathematics.
Stochastic Calculus and Financial Applications Steele
This book is concerned with Brownian motion, martingale measure,
Reading at ordinary times
Memoirs of the stock market
Liar's poker
Financial alchemy
Hedge fund record
The real rules of the stock market
Economic Overheating, Panic and Collapse —— A History of Financial Crisis
1929 crash
Twelve contemporary economists