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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.

For Starters

  • 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

Coding

  • 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

Mathematical Finance

  • 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.

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    $\begingroup$ What's your background? Are you an undergrad now? Year? On the programming language front, I'd be biased towards learning Python or R well (then picking up others as needed) rather than some scattershot approach. I'd drop c++. It's more like a violin of programming languages: unless you get to an extremely high skill level, it won't be that useful. And rather simply working through books, I'd find a way to get involved with projects where you can engage in more learning by doing. It's iterative. Particular project problems can help guide what books, knowledge you need. $\endgroup$ – Matthew Gunn Nov 16 '17 at 1:33
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    $\begingroup$ Thanks for the tip on the programming front. I am currently in my last year of undergrad majoring in Applied Mathematics/Statistics and Economics. $\endgroup$ – Allan Nov 16 '17 at 1:40
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    $\begingroup$ @Allan With Oksendal and Brockwell you set a high bar for 2 yeras if you dont know anything now. You are severely lacking statistics in your book schedule. Just replace the interview books (its useless anyway. The interviewers dont want to see whether you have mastered a specific topic but rather how you approach a problem) by Elements of Statistical Learning for example. All in all, the best thing for you to do would be to work in as many places as possible (internships, etc.). You will get a better idea which areas to follow. $\endgroup$ – vanguard2k Nov 16 '17 at 8:16

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