Quantitative Finance Reading List
QuantNet maintains a <i>Master Reading List</i> as well:<p><a href="https://www.quantnet.com/threads/master-reading-list-for-quants-mfe-financial-engineering-students.535/" rel="nofollow">https://www.quantnet.com/threads/master-reading-list-for-qua...</a><p>A few words of advice for anyone interested in this field as a career:<p>1. I would caution anyone on speculatively learning a new programming language in the hopes of getting a job. Your boss will tell you what to learn when you get hired. Don't ask strangers on the Internet for how to allocate your time.<p>2. "Quantitative Finance" is a broad field. High-frequency trading and exotic options trading have no overlap. So putting together a list of what-to-learn-to-be-a-quant is really foolish. It's like creating a master knowledge base for all of programming without narrowing the field to web, embedded, gaming, etc.<p>3. The best way to learn is to get a job in the field. I'm surprised at how often I have to repeat this.