Starting Your Career as aQuant,you should read these books.以下推荐书目,由华尔街的Quant们和美国各名牌大学毕业生推荐。 FREE QUANT CAREER GUIDES What do quant do ? A guide by Mark Joshi. Download Paul Dominic's Guide to Quant Careers (see attachment) Career in Financial Markets 2011- a guide by efinancialcareers. Download Interview Preparation Guide by Michael Page: Quantitative Analysis. Download Interview Preparation Guide by Michael Page: Quantitative Structuring. Download Paul Dominic's Job Hunting in Interesting Times Second Edition (see attachment) Peter Carr's A Practitioner's Guide to Mathematical Finance (see attachment) GENERAL READING ON WALL STREET Reminiscences of a Stock Operator (Wiley Investment Classics) Working the Street: What You Need to Know About Life on Wall Street Liar’s Poker: Rising Through the Wreckage on Wall Street Monkey Business: Swinging Through the Wall Street Jungle Fiasco: The Inside Story of a Wall Street Trader Den of Thieves When Genius Failed: The Rise and Fall of Long-Term Capital Management Traders, Guns Money: Knowns and unknowns in the dazzling world of derivatives The Greatest Trade Ever: The Behind-the-Scenes Story of How John Paulson Defied Wall Street and Made Financial History Goldman Sachs : The Culture of Success The House of Morgan: An American Banking Dynasty and the Rise of Modern Finance Wall Street: A History: From Its Beginnings to the Fall of Enron The Murder of Lehman Brothers: An Insider’s Look at the Global Meltdown On the Brink: Inside the Race to Stop the Collapse of the Global Financial System House of Cards: A Tale of Hubris and Wretched Excess on Wall Street Too Big to Fail: The Inside Story of How Wall Street and Washington Fought to Save the Financial System-and Themselves Liquidated: An Ethnography of Wall Street Fortune’s Formula: The Untold Story of the Scientific Betting System That Beat the Casinos and Wall Stree t CAREER AS A QUANT My Life as a Quant: Reflections on Physics and Finance How I Became a Quant: Insights from 25 of Wall Street’s Elite The Big Short: Inside the Doomsday Machine The Quants: How a New Breed of Math Whizzes Conquered Wall Street and Nearly Destroyed It Nerds on Wall Street: Math, Machines and Wired Markets Physicists on Wall Street and Other Essays on Science and Society The Complete Guide to Capital Markets for Quantitative Professionals Starting Your Career as a Wall Street Quant: A Practical, No-BS Guide to Getting a Job in Quantitative Finance and Launching a Lucrative Career BOOKS FOR QUANT INTERVIEWS Heard on The Street: Quantitative Questions from Wall Street Job Interviews by Timothy Crack Quant Job Interview Questions And Answers by Mark Joshi Frequently Asked Questions in Quantitative Finance by Paul Wilmott A Practical Guide To Quantitative Finance Interviews by Xinfeng Zhou Basic Black-Scholes: Option Pricing and Trading by Timothy Crack Fifty Challenging Problems in Probability with Solutions by Frederick Mosteller Vault Guide to Advanced Finance Quantitative Interviews GOOD BOOKS TO READ BEFORE STARTING MFE PROGRAM A Primer for the Mathematics of Financial Engineering (+ Solutions Manual ) by Dan Stefanica An Introduction to the Mathematics of Financial Derivatives, Second Edition by Salih Neftci Options, Futures, and Other Derivatives with Derivagem CD (7th Edition) by John Hull Paul Wilmott on Quantitative Finance 3 Volume Set (2nd Edition) by Paul Wilmott Principles of Financial Engineering, Second Edition by Salih Neftci Elementary Stochastic Calculus With Finance in View by Thomas Mikosch The Concepts and Practice of Mathematical Finance by Mark Joshi Financial Options: From Theory to Practice by Stephen Figlewski Financial Calculus : An Introduction to Derivative Pricing by Martin Baxter A Course in Financial Calculus by Etheridge Alison The Mathematics of Financial Derivatives: A Student Introduction by Paul Wilmott Frequently Asked Questions in Quantitative Finance by Paul Wilmott Derivatives Markets by Robert L. McDonald An Undergraduate Introduction to Financial Mathematics by Robert Buchanan PROGRAMMING C++ (ordered by level of difficulty) Problem Solving with C++, 7th Edition by Walter Savitch C++ How to Program (7th Edition) by Harvey Deitel Absolute C++ (4th Edition) by Walter Savitch Thinking in C++: Introduction to Standard C++, Volume One by Bruce Eckel Thinking in C++: Practical Programming, Volume Two by Bruce Eckel The C++ Programming Language: Special Edition by Bjarne Stroustrup (C++ inventor) Effective C++: 55 Specific Ways to Improve Your Programs and Designs by Scot Myers C++ Primer (4th Edition) by Stanley Lippman C++ Design Patterns and Derivatives Pricing (2nd edition) by Mark Joshi Financial Instrument Pricing Using C++ by Daniel Duffy C# (ordered by level of difficulty) C# 2010 for Programmers (4th Edition) Computational Finance Using C and C# by George Levy C# in Depth, Second Edition by Jon Skeet F# (ordered by level of difficulty) Programming F#: An introduction to functional language by Chris Smith F# for Scientists by Jon Harrops (Microsoft Researcher) Real World Functional Programming: With Examples in F# and C# Expert F# 2.0 by Don Syme Beginning F# by Robert Pickering Matlab (ordered by level of difficulty) Matlab: A Practical Introduction to Programming and Problem Solving Numerical Methods in Finance and Economics: A MATLAB-Based Introduction (Statistics in Practice)