recommend Reading list for ppl wants to be a Quant

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Excel/VBA

·        Advancedmodelling in finance using Excel and VBA - Mary Jackson, MikeStaunton

·        Excel 2010 PowerProgramming with VBA - John Walkenbach

·        Credit RiskModeling using Excel and VBA - Gunter Löeffler, Peter N. Posch

·        Next GenerationExcel: Modeling in Excel for Analysts and MBAs - Isaac Gottlieb

·        FinancialAnalysis and Modeling Using Excel and VBA - Chandan Sengupta

·        Microsoft Excelfor Stock and Option Traders: Build Your Own Analytical Tools for HigherReturns - Jeff Augen

·        FinancialModelling in Practice: A Concise Guide for Intermediate and Advanced Level -Michael Rees

·        Option PricingModels and Volatility Using Excel-VBA - Fabrice Douglas Rouah,Gregory Vainberg

·        ProfessionalFinancial Computing Using Excel and VBA - Donny C. F. Lai,Humphrey K. K. Tung, Michael C. S. Wong, Stephen Ng

·        ImplementingModels of Financial Derivatives, with CD-ROM: Object Oriented Applications withVBA - Nick Webber

Mathematical Finance

·        Options, Futures, and Other Derivatives and DerivaGem CDPackage (8th Edition) - John Hull

·        A Primer For TheMathematics Of Financial Engineering, Second Edition - Dan Stefanica

·        Solutions Manual- A Primer For The Mathematics Of Financial Engineering, Second Edition - Dan Stefanica

·        Paul WilmottIntroduces Quantitative Finance (The Wiley Finance Series) - Paul Wilmott

·        Paul Wilmott onQuantitative Finance 3 Volume Set (2nd Edition) - Paul Wilmott

·        The Concepts andPractice of Mathematical Finance (Mathematics, Finance and Risk) - Mark Joshi

·        Moremathematical finance - Mark Joshi

·        FinancialCalculus: An Introduction to Derivative Pricing - Martin Baxter, AndrewRennie

·        An Introductionto the Mathematics of Financial Derivatives, Second Edition (Academic PressAdvanced Finance) - Salih Neftci

·        Principles ofFinancial Engineering, Second Edition (Academic Press Advanced Finance) - Salih Neftci

·        Mathematics forFinance: An Introduction to Financial Engineering (Springer UndergraduateMathematics Series) - Marek Capiski, TomaszZastawniak

·        Arbitrage Theoryin Continuous Time (Oxford Finance) - Tomas Bjork

·        The CompleteGuide to Option Pricing Formulas - Espen Haug

·         

Quantitative/High-FrequencyTrading

• Inside the     Black Box: The Simple Truth About Quantitative Trading (Wiley Finance) - Rishi Narang
  
• Quantitative     Trading: How to Build Your Own Algorithmic Trading Business (Wiley     Trading) - Ernie Chan
  
• Trading     Systems: A New Approach to System Development and Portfolio Optimisation - Emilio Tomasini,     Urban Jaekle
  
• All About     High-Frequency Trading (All About Series) - Michael Durbin
  
• Quantitative     Trading and Money Management, Revised Edition - Fred Gehm
  
• Algorithmic     Trading and DMA: An introduction to direct access trading strategies - Barry Johnson
  
• Dynamic     Hedging: Managing Vanilla and Exotic Options - Nassim Nicholas     Taleb
  
• Option     Volatility & Pricing: Advanced Trading Strategies and Techniques - Sheldon Natenberg
  
• Volatility     Trading - Euan Sinclair
  

Interest Rate Derivatives

·        Interest RateModels - Theory and Practice: With Smile, Inflation and Credit (SpringerFinance) - Damiano Brigo, FabioMercurio

·        Interest RateModeling. Volume 1: Foundations and Vanilla Models - Leif B.G. Andersen,Vladimir V. Piterbarg

·        Interest RateModeling. Volume 2: Term Structure Models - Leif B.G. Andersen,Vladimir V. Piterbarg

·        Interest RateModeling. Volume 3: Products and Risk Management - Leif B.G. Andersen,Vladimir V. Piterbarg

·        The SABR/LIBOR MarketModel: Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives - Riccardo Rebonato,Kenneth McKay, Richard White

·        Discounting,Libor, CVA and Funding: Interest Rate and Credit Pricing (Applied QuantitativeFinance) - Chris Kenyon, RolandStamm

·        Interest RateSwaps and Their Derivatives: A Practitioner's Guide (Wiley Finance) - Amir Sadr

·        Term-StructureModels: A Graduate Course (Springer Finance / Springer Finance Textbooks) - Damir Filipovic

Reading List for ppl wants a Quant role

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