Guideline for getting into Quant Field

Joined
9/10/09
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Hi Guys,

I finished my Master's in 2007 and since then I am working in Semiconductor industry as a Research Engineer. Thanks to the inspiration which I got from NY city to change my career towards Finance. Lately, I have been giving a serious thought about pursuing one more masters in finance. Etiher a MBA or MFE. After meticulous thinking I decided that I will be better doing MFE as I am already having a descent mathematical as well as programming background (C++ and Matlab).
I am preparing for GRE and hoping to shoot my applications for Fall 2010 [PT (Baruch as my first preference)]. Can anyone suggest me some beginner books to start of with? Since I am planning to make a move to finance industry, I want to look for jobs in Finance industry while pursuing my MFE. Can anyone shed a light on this matter?



Thanks,
Rupesh S
 
If you are looking for books on preparing for MFE programs, specially if you aim for the Baruch MFE program, I would suggest these two

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