Master reading list for Quants, MFE (Financial Engineering) students

Indeed, I would also appreciate an updated version or if anyone else has posted on on the forum please feel free to share with me.
Andy is still using this thread in responses to questions; I don't think it will be redone soon. At least, I think I got here from a recent thread. I only recently delved deep into these forums and I've gone through too many threads to be sure.

*Edit: scrolled back a bit and Andy said it needed to be redone four years before this comment, three before yours, I'm willing to bet it is retired.
 
What is the best up-to-date book on energy derivatives? I'm not sure if the one in the original list is still my best go-to. The original book is the first to pop up on Amazon (though I'm not sure how much of that is because I viewed it right before searching), so it is possibly still top of the line at 23 years old. I want a second opinion before I go searching for a cheap copy. The best price on amazon is $240, which is annoying. That's almost 1/5 a quantnet course.
 
QuantNet International Guide to Financial Engineering Programs

FREE QUANT CAREER GUIDES
  • What do quant do ? A guide by Mark Joshi. (see attachment)
  • Paul & Dominic's Guide to Quant Careers (see attachment)
  • Paul & Dominic's Guide to Getting a Quant Job (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
  • Peter Carr's A Practitioner's Guide to Mathematical Finance (see attachment)
  • Max Dama's Guide to Automated Trading (see attachment)
CAREER AS A QUANT
BOOKS FOR QUANT INTERVIEWS
GOOD BOOKS TO READ BEFORE STARTING MFE PROGRAM
GENERAL READING ON WALL STREET
PROGRAMMING
C++ (ordered by level of difficulty)
C# (ordered by level of difficulty)
F# (ordered by level of difficulty)
Matlab (ordered by level of difficulty)
Excel
VBA
Python
FINITE DIFFERENCES
MONTE CARLO
STOCHASTIC CALCULUS
VOLATILITY
INTEREST RATE
FX
STRUCTURED FINANCE
STRUCTURED CREDIT
RISK MANAGEMENT/VAR
SAS/S/S-PLUS
HANDS ON
NOT ENOUGH YET?
Great collection of resources in an organized way.
 
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