Hello, I'm looking for suggestions and tweaks to my study plan. I'm planning to go down the list, and I hope to finish all of this in 2-3 years.
- Some general college level statistics and probability textbook
- John Hull's Options, Futures, and Other Derivatives.
- Mark Joshi's The Concepts and Practice of Mathematical Finance
- Martin Baxter and Andrew Rennie, Financial Calculus: An Introduction to Derivative Pricing
- Paul Wilmott Introduces Quantitative Finance - Paul Wilmott
- http://www.learncpp.com/ for C++
- More Effective C++: 35 New Ways to Improve Your Programs and Designs - Scott Meyers
- Learning Python the Hard Way by Zed Shaw
- R in a Nutshell by Joseph Adler
- More Mathematical Finance by Mark Joshi
- Brownian Motion and Stochastic Calculus by Karatzas and Shreve
- Stochastic Differential Equations by Oksendal
Time Series Analysis
- Time Series Analysis and Its Applications: With R Examples (Springer Texts in Statistics)
- Time Series: Theory and Methods - Peter Brockwell, Richard Davis
General Interview Books:
- Heard on The Street: Quantitative Questions from Wall Street Job Interviews - Timothy Crack
- Frequently Asked Questions in Quantitative Finance - Paul Wilmott
I would appreciate hearing all opinions. Did I leave out an industry favorite, or the book that helped you the most? Did I focus too little or too much in a particular topic? Did I leave anything out? Is my timeframe for completing this reasonable? Thank you.