1) Math (calculus, probability, statistics, brainteasers), CS (algorithms, data structures, OOP, brainteasers), finance (depends on group - product specific knowledge like fixed income, FX, equities)
2) One week is really not enough to do thorough prep. I found I needed 3-4 weeks at least, and I have a CS background.
3) For data structures you will need a CS book. Data Structures and Algorithms in Java is a good one (It's in Java but the language is not relevant)
Get the books: Programming Interviews Exposed, Cracking the Coding Interview, and A Practical Guide to Quantitative Finance Interviews. Also get the 150 Most Frequently Asked Questions book. The three quant interview 'bibles' are the red (Heard On The Street), yellow (150 Most), and green (Practical Huide) books. Seems like you already have the red book.
5) Pure speculation based on past experience here. I think the norm is anywhere from 2-4 rounds plus a phone screen interview. You might meet 2-3 people per round for 4 rounds or get it over with in 2 rounds (6-7 people each). The further you go the more senior people you meet. Typically the interviews go from most technical to least technical. Senior people usually ask more fit and 'soft' questions but might throw in a technical question or two. They don't necessarily get easier or harder but remember that the more senior the interviewer, the more influence they usually have over the hiring decision.