Quantitative Finance Resources:                                     
 
How To Tell If You Might Be A Quant:    
 

1. What Is Financial Engineering?

2. Finding a Job in Finance

3. Serving The Quantitative Finance Community

4. Executive PhD Programme in Mathematical Finance    - Imperial College London

Mathematics, Probability and Statistics:                                 

John Scholes's Page on Maths Problems - Excellent site listing problems set in International Mathematical Olympiads (IMO) and other Olympiads, with solutions available for some problems.            

MATH 478 - Financial Mathematics Resources - Excellent collection of financial maths materials compiled by Dr. J. Robert Buchanan, Department of Mathematics at Millersville University.     

Intersting puzzles and points in C++                                                          

 Mathematics of Chance  by Jiri Andel                                        

Timothy Falcon Crack: Heard on the Street 
This is e-book and you can download from Internet if you do not have the book already.

Vault Guide to Advanced Finance and Quantitative Interviews
Available in: PDF Download and Paperback Print Version
Author: Jennifer Voitle
                                                                                                 

                                                                                                      BOOKS

a)     John Hull : Options, Futures and Other Derivatives

b)      Paul Wilmott: Mathematics for Financial Derivatives

c)      Steven Shreve: Stochastic Calculus and Finance  

d)   Financial Calculus: An Introduction to Derivative Pricing by Martin W. Baxter, Andrew J. O. Rennie

 By Martin W. Baxter, Andrew J. O. Rennie :                                                                                  

e)      Emanuel Derman: My life as a Quant   

f)      Peter Carr - Derivatives Pricing, The Classic Collection

g)       Attilio Meucci -  Risk and Asset Allocation

h)       Peter Kennedy  - A Guide To Economertics

i)       Numerical Recipes in C and C++

j)       Financial Instrument Pricing Using C++  -  Daniel J. Duffy

k)       Mark Joshi:  C++ Design Patterns and Derivative Pricing

l)      Rosario Mantegna, Eugene Stanley - An Introduction to Econophysics: Correlations and Complexity in Finance 

m)  The Volatility Surface: A Practitioner's Guide by Jim Gatheral

n)   Nassim Nicholas Taleb : The Black Swan