Recommended readings for an undergraduate student

[Magnus Jnr]

Hey,
I am completely new to this forum, but I have been reading around and find it very interesting.
I have recently found that I am really interested in becoming a financial engineer or quant if you want. From I was little I have always been very interested and competent in maths and statistics, and in the last 2 years I have become more and more interested in finance/economics. Therefore I really want to combine these two fields and financial engineering seems perfect for me.
I have started doing a bachelor of finance, and intend to do a MFE afterwards.

My problem is that I had gap year after high school, and after going back to studying (bachelor of inance) I was struggling with my motivation. But my motivation is back now, and I am trying to catch up on what I should have been learning. I have started revising a lot of mathematics at Khan academy, and I have started the C++ course here at QuantNet.

Now I need some good literature I can read when I'm not doing PDE or C++. I know there are reading lists here, but there are too many books to choose from. Thats why I created this thread. I need help to choose the first book I should read on financial engineering/quant or topics concerned with this degrees/profession. Can you help me? I hope so.

 

[Andy Nguyen]

I have these two books in my bookcase
The Complete Guide to Capital Markets for Quantitative Professionals
Financial Engineering: The Evolution of a Profession

 

[Jose T]

Hi, I came from an econ background. I'm sure Andy's books will steer you right. One caution is that quant finance / financial engineering / mathematical finance / etc. is quite different from either economics or business / finance undergrad major. I think there are a few econ / finance majors like myself in my MFE program (maybe <5%) and we tend to be the ones who have to put in a lot more work to keep up. The most common background I have seen for our Rutgers MSMF is some kind of engineering or a math major. I would guess our program is typical.

Not discouraging or anything, just fyi.