C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk, Series Number 2) 2nd Edition, by M. S. Joshi
An Introduction to High-Frequency Finance, by Ramazan Gençay, et al.
Elements of Programming Interviews in Python: The Insiders' Guide Paperback – September 15, 2016, by Adnan Aziz, et al.
Dynamic Hedging: Managing Vanilla and Exotic Options, by Taleb, Dec 31, 1996
Volatility Trading, by Euan Sinclair
Machine Learning for Algorithmic Trading: Predictive models to extract signals from market and alternative data for systematic trading strategies with Python, 2nd Edition Paperback – July 31, 2020 by Stefan Jansen
Notes to come..
Stochastic Volatility Modeling (Chapman and Hall/CRC Financial Mathematics Series) 1st Edition, by Lorenzo Bergomi
Quant Job Interview Questions and Answers (Second Edition) – May 25, 2013 by Mark Joshi