Derivatives-- John Hull's book (7th edition).. check my previous post
Fixed Income-- Bruce Tuckman's "Fixed Income Securities: Tools for Today's Markets" (check my previous post) and "The Handbook of Fixed Income Securities"
Computational Finance-- 1) Financial Engineering and computation; 2) Monte Carlo Methods in Financial Engineering (see below)
Active Portfolio Managment-- Active Portfolio Management by Grinold and Kahn (see below)