Martin J. Osborne

Excellent, rigorous, advanced undergraduate textbook which will be extremely valuable for beginning graduate students, too (so do bear in mind that its intended audience is final year students in economics and social sciences, so don't expect to be entertained by colorful pictures an inset boxes and lots of funny facts). Osborne takes a lot of care in going over each and every detail of examples and proof very carefully, so it is ideal for self study.