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

[Andy Nguyen]

Originally Posted by Joy Pathak Amazon.com: Numerical Methods in Finance and Economics: A MATLAB-Based Introduction (Statistics in Practice) (9780471745037): Paolo Brandimarte: Books

I did have that book in the NEW Master reading list

Surely, there must be more than 2 Matlab books that we can recommend?

[sjain]

Originally Posted by alain If books about Python made this list, we should include books about Perl and Java as well. Also, I don't see Meyer's books in the list: - Effective C++ - More Effective C++ - Effective STL

This is excellent recommendation often overlooked. I would suggest adding similar Effective Java by Bloch for java.
We should also add a book on R as it is more widely used in finance than matlab.. place where I used to work everyone except me was a R guru..