A First Course in Quantitative Finance:
Thomas Mazzoni -
This book contains all necessary theoretical and mathematical concepts and relevent numerical methods, as well as the necessary programming code for porting algorithms onto a computer.
Investor Behavior: The Psychology of Financial Planning and Investing:
H. Kent Baker and Victor Ricciardi -
This book will cover the major principles of investor psychology, including heuristics, bounded rationality, regret theory, mental accounting, framing, prospect theory, and loss aversion.
Models.Behaving.Badly.: Why Confusing Illusion with Reality Can Lead to Disaster, on Wall Street and in Life:
Emanuel Derman -
Emanuel Derman describes his experience as a physicist on Wall Street, the models quants generated, the benefits they brought and the problems, practical and ethical, they caused.
The Complete Guide to Capital Markets for Quantitative Professionals:
Alex Kuznetsov -
A comprehensive resource for readers with a background in science and technology who want to transfer their skills to the financial industry.