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Books I already read

C++ Primer Plus (5th Edition), by Stephen Prata (1)
Accelerated C++, by A. Koenig & B. E. Moo (1)
Thinking in C++ (2nd Edition), by Bruce Eckel [link] [local] : on Ch11

Introduction to Algorithms (3rd Edition), by T. Cormen, et al
Data Structures and Algorithms in C++ (3rd Edition), by Adam Drozdek (T.B.D)
Some Algorithm Web sites:[LINK1] [LINK] [LINK]

13 Shell Questions for Beginners, from ChinaUnix.com [link]
Bash Guide for Beginners, by Machtelt Garrels [link]
Advanced Bash-Scripting Guide, by Mendel Cooper [link] (at Part 3)

A Byte of Python(3.0), by Swaroop C H [link]
Python Cookbook (2nd Edition), by A. Martelli etc. [link via UChicao] (T.B.D)
Dive into Python, by Mark Pilgrim [link]


Mathematical Finance
Financial Calculus: An Introduction to Derivative Pricing, by Martin Baxter and Andrew Rennie
The Concepts and Practice of Mathematical Finance, by Mark S. Joshi (T.B.D)

Financial Calculus:
Stochastic Calculus for Finance I: The Binomial Asset Pricing Model,by Steven E. Shreve(Roughly Done)
Stochastic Calculus for Finance II: Continuous-Time Models, by Steven E. Shreve
An Introduction to the Mathematics of Financial Derivatives, 2nd Edition, Salih N. Neftci [UChicago Lib Link]
Arbitrage Theory in Continuous Time, by Björk, Tomas [UChicago LINK](on Ch. 6)

Options for the Beginner and Beyond, by W. Edward Olmstead($)

Stochastic Differential Equations, 5th Edition, by Bernt Oksendal

    Statistics and Probability
Analysis of Financial Time Series, 3rd Edition, by Ruey S. Tsay [course link]
First Course in Probability, 8th Edition, by Sheldon Ross
Fifty Chanllenging Problems in Probability with Solutions, by Frederick Mosteller
Problems in Probability Theory, Mathematical Statistics and Theory of Random Functions, by A. A. Sveshnikov
My Best Mathematical and Logic Puzzles (Math & Logic Puzzles), by Martin Gardner
Problems and Snapshots from the World of Probability, by Gunnar Blom, Lars Holst, Dennis Sandell


Web Sources

Quant Forums
MITBBS JobHunting
Wall Street Oasis

Brain Teaser
WU Forum

Booklists from some webs

      Booklist for Finance Math(To read this page you need to enable Chinese Simplified(GBK) from Character Encoding in your web brower !)

Useful Tools

R Cookbook (O'Reilly), by Paul Teetor
Rmetrics, lattice, Rcpp, quantmod, zoo, xts (time series analysis)

rpy2, numpy (for integrating R)
PyRoot (for integrating root)
boost.python (for integrating C++)
matplotlib (quality plotting)