Bodie, Kane, and Marcus' Investments set the standard for graduate/MBA investments textbooks. The book offers a much broader and deeper treatment of futures, options, and other derivative security markets than most investment texts.
“Investments” is the leading textbook in its field due to its celebrated writing style, elimination of unnecessary mathematical details, and the emphasis on asset allocation as the primary determinant of the risk-return profile on the investment portfolio. The book also ably balances theory and application.
Bonus Book - Money and Capital Markets - Peter Rose