Indicative reading

• Quantitative Methods I: Course syllabus
• Interpreting Financial Statements: Course syllabus

• Berk and DeMarzo, Corporate Finance, 2nd edition (Pearson Global edition)
• Higgins, Analysis for Financial Management, 9th edition

• Berk and DeMarzo, Corporate Finance, 2nd edition (Pearson Global edition) 
• Bodie, Kane, and Marcus, Investments, 8th edition

• Sundaresan, S. (2001). Fixed Income Markets and Their Derivatives. South Western College Publishing.
• Duffie, D. and K. Singleton (2003). Credit risk. Pricing, management and measurement. Princeton: Princeton University Press (Princeton Series in Finance).
• Ho, T.S.Y. and S.B. Lee (2004). The Oxford Guide to Financial Modeling. Oxford University Press.
• Tuckman, B. (2002). Fixed Income Securities. John Wiley & Sons.
• Veronesi, P. (2010) Fixed Income Securities: Valuation, Risk, and Risk Management. John Wiley & Sons.
• Wilmott, P. (2000). Paul Wilmott on Quantitative Finance. John Wiley & Sons.

• Modern portfolio theory and investment analysis, by E. J. Elton, M. J.Gruber, S. J. Brown, and W. N. Goetzmann, Wiley Press
• Modern investment management, by Bob Litterman and the Quantitative Resource Group, GSAM, Wiley Press
• Investments, by Z. Bodie, A. Kane and A. Marcus, McGraw-Hill Irwin

• Higgins, Robert C. Analysis For Financial Management 8th edition (McGraw-Hill 2007)

No one book covers the material of the entire course. Books recommended include:

• The Volatility Surface: A Practitioner's Guide by Jim Gatheral,
• Option Pricing Models and Volatility by Maurice Rouah and Gregory Vainberg
• Derivatives Markets, 2nd edition, by Robert McDonald
• Options, Futures and Other Derivatives by John Hull
• Principles of Financial Engineering by Salih Neftci
• Financial Engineering by Keith Cuthbertson and Dirk Nitzsche

The main reference is:

• John C. Hull, Risk Management and Financial Institutions, Prentice Hall, 2012, 3rdedition.

Additional useful references are:

• Michel Crouhy, Dan Galai and Robert Mark, Risk Management, McGraw-Hill, 2001.
• Philippe Jorion, Value at Risk, McGraw-Hill, 2007, 3rd edition.
• John C. Hull, Options, Futures and Other Derivatives, Pearson, 2012, 8th edition.
• Darrell Duffie and Ken Singleton, Credit Risk, Princeton University Press, 2003.

Books:

• Greenwald, B, Kahn, J., P. Sonkin, M. van Biema, Value Investing: From Graham to Buffett and Beyond, Wiley Finance, 2004.

Academic Articles:

• Berk, J. R. Green and V. Naik, “Optimal Investments, Growth Options and  Security Returns,” Journal of Finance, 1999.
• Berk, J. R. Green and V. Naik, “Valuation of New Ventures,” Review of Financial Studies, 2004.
• Black, F. and J.  Cox, “Valuing Corporate Securities: Some Effects of Bond Indenture Provisions,” Journal of Finance, 1976.
• Gamba, A., and A. Triantis, “The Value of Financial Flexibility,” Journal of Finance, 2008.
• Collin-Dufresne, P., and R. Goldstein, “The Determinants of Credit Spread Changes,” Journal of Finance, 2001.
• Merton, R., “On the Pricing of Corporate Debt: The Risk Structure of Interest Rates,” Journal of Finance, 1974.
• Novy-Marx, R., “The Other Side of Value: The Gross Profitability Premium,” Journal of Financial Economics, 2013.
• Piotroski, J.D., “Value Investing: The Use of Financial Statement Information to Separate Winners from Losers,” Journal of Accounting Research, 2000.
• Ritter, J., “Economic Growth and Equity Returns,” Pacific-Basin Finance Journal, 2005.
• Shumway, T., and B. Sharath, “Forecasting Default with the Merton Distance to Default Model,” Review of Financial  Studies, 2008.

Cases:

• Dell’s Working Capital
• Marriott Corporation
• Diageo PLC
• Bidding for Antamina
• Pinkerton (B)
• The Chrysler Takeover Attempt
• Kohler Co.
• Honeywell, inc and integrated risk management
• Jaguar PLC, 1989
• Telecom Argentina

Reference text book:

• Berk and DeMarzo, Corporate Finance, 2nd edition (Pearson Global edition)

Articles:

• Almeida, Heitor, and Thomas Philippon, 2008, “Estimating Risk-Adjusted Costs of Financial Distress,” Journal of Applied Corporate Finance 20:4, 105–111
• Andrade, Gregor, Mark Mitchell, and Erik Stafford, 2001, “New Evidence and Perspectives on Mergers”, Journal of Economic Perspectives, 15 (2), 103-120.
• Andrade, Gregor and Steven N. Kaplan (1998), “How Costly is Financial (not Economic) Distress? Evidence from Highly Leveraged Transactions that Become Distressed,” Journal of Finance 53, 1443-1493.
• Bodily, Samuel E., 2005, “Real Options”, Darden case study UV0433-PDF-ENG
• Bruner, Robert F., Kenneth M. Eades, Robert S. Harris, and Robert C. Higgins, 1998, "Best Practices in Estimating the Cost of Capital: Survey and Synthesis", Financial practice and education, spring / summer 1998, 13–28.  
• Crane, Dwight B., and Indra A Reinbergs, “Note on Valuing Private Businesses,” HBS case 9-201-060
• Froot, Kenneth, David Scharfstein, and Jeremy Stein, 1994, "A Framework for Risk Management," Harvard Business Review 72, (November-December 1994): 59-71.
• de Heer, Marco, and Timothy M. Koller, 2000, “Valuing Cyclical Companies,”, McKinsey Quarterly 2000:2
• Graham, John (2000), “How big are the tax benefits of debt?,” Journal of Finance55, 1901–1941.
• Holmström, Bengt and Steven Kaplan, 2001, “Corporate Governance and Merger Activity in the United States: Making Sense of the 1980s and 1990s”, Journal of Economic Perspectives, 15 (2), 121-44.
• Holmström, Bengt, and Kaplan, Steven N., 2003, "The state of US corporate governance: what's right and what's wrong?" Journal of Applied Corporate Finance, Spring 2003.
• James, Mimi, and Timothy M. Koller, “Valuation in Emerging Markets,” McKinsey Quarterly 2000:4
• Jensen, Michael C., 1986, "Agency Costs of Free Cash Flow, Corporate Finance and Takeovers", American Economic Review, 76:323-329.
• Jensen, Michael C., 1988, "Takeovers: Their Causes and Consequences," The Journal of Economic Perspectives 2, 21-48.
• Jensen, Michael, 1993, "The Modern Industrial Revolution, Exit, and the Failure of Internal Control Systems", Journal of Finance, Vol. 48, No. 3, 831–880
• Kaplan, Steven N., 1999, "A Note on International Valuation," working paper, University of Chicago.
• Kaplan, Steven N., 2002, "A Note on Discounted Cash Flow Valuation Methods," working paper, University of Chicago.
• Kaplan, Steven N., and Richard S. Ruback, 1995, “The Valuation of Cash Flow Forecasts: An Empirical Analysis,” Journal of Finance 50:4, 1059-1093 
• Lerner, Josh, “A Note on the initial public offering process,” HBS case 9-200-018
• Myers, Stewart C., 2001, "Capital Structure," Journal of Economic Perspectives15, 81-102
• Opler, Tim, M. Saron, & S. Titman, 1997, "Designing Capital Structure to Create Shareholder Value," Journal of Applied Corporate Finance 10.1, 21–32  
• Ritter, Jay, “Investment Banking and Securities Issuance”, Chapter 5 in Handbook of the Economics of Finance, edited by G. M. Constantinides, M. Harris and R. Stultz, Elsevier 2003.
• Ritter, Jay, and Ivo Welch, 2002, “A Review of IPO Activity, Pricing and Allocations,” Journal of Finance 57:4, 1795-1828.
• Smith, Clifford W., 1986, "Raising Capital: Theory and Evidence" Midland Corporate Finance Journal, Vol. 4, No. 1, 6-22.

• Venture Capital, Private Equity, and the Financing of Entrepreneurship' J.Lerner, A. Leamon and F.Hardymon (Wiley)
• The Oxford Handbook of Entrepreneurial Finance' (OUP)
• Entrepreneurial Finance', J.C.Leach and R.Melicher (Cengage)

• International Financial Management by C. S. Eun and B. G. Resnick, McGraw-Hill Education; 8th edition (2017)
• International Financial Management by G. Bekaert and R. Hodrick, Cambridge University Press; 3rd edition (2017)