December 6th, 2010, 8:12 pm
What are some of your favorite books in quantitative finance (besides Hull)?Specifically I'm looking for a good book that teaches financial engineering and C++ together (not an intro to C++, but also doesn't assume you're an advanced programmer in C++),I'm also a book with common quant interview questions, as well as a book about fixed income analysis (that doesn't spend the majority of time covering discounting, duration, bootstrapping, but more advanced stuff.)But in general what are your favorite books or the ones that you have found to be most useful?