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Good Introductory Quant Books and Misc. Finance Books
By an Amazon.com customer
Option Pricing Models and Volatility Using Excel-VBA (Wiley Finance)Option Pricing Models and Volatility Using Excel-VBA (Wiley Finance) by Fabrice Douglas Rouah
Buy new: $66.25 / Used from: $52.77
Excellent book for practitioners.
Paul Wilmott Introduces Quantitative FinancePaul Wilmott Introduces Quantitative Finance by Paul Wilmott
Buy new: $63.87 / Used from: $54.99
Introductory text. Good for practitioners.
Fixed Income Securities: Tools for Today's Markets, Second Edition, University EditionFixed Income Securities: Tools for Today's Markets, Second Edition, University Edition by Bruce Tuckman
Buy new: $47.31 / Used from: $38.95
The Volatility Surface: A Practitioner's Guide (Wiley Finance)The Volatility Surface: A Practitioner's Guide (Wiley Finance) by Jim Gatheral
Buy new: $40.95 / Used from: $33.66
Analysing and Interpreting the Yield Curve (Wiley Finance)Analysing and Interpreting the Yield Curve (Wiley Finance) by Moorad Choudhry
Buy new: $74.25 / Used from: $66.37
Dynamic Hedging: Managing Vanilla and Exotic Options (Wiley Finance)Dynamic Hedging: Managing Vanilla and Exotic Options (Wiley Finance) by Nassim Nicholas Taleb
Buy new: $69.30 / Used from: $58.95
Options as a Strategic InvestmentOptions as a Strategic Investment by Lawrence G. McMillan
Buy new: $53.55 / Used from: $50.00
Devil Take the Hindmost:  A History of Financial SpeculationDevil Take the Hindmost: A History of Financial Speculation by Edward Chancellor
Buy new: $11.05 / Used from: $3.97
My Life as a Quant: Reflections on Physics and FinanceMy Life as a Quant: Reflections on Physics and Finance by Emanuel Derman
Buy new: $11.53 / Used from: $7.50
Fiasco: The Inside Story of a Wall Street TraderFiasco: The Inside Story of a Wall Street Trader by Frank Partnoy
Buy used from: $8.07
When Genius Failed: The Rise and Fall of Long-Term Capital ManagementWhen Genius Failed: The Rise and Fall of Long-Term Capital Management by Roger Lowenstein
Buy new: $10.88 / Used from: $4.01
Barbarians at the Gate: The Fall of RJR NabiscoBarbarians at the Gate: The Fall of RJR Nabisco by Bryan Burrough
Buy new: $18.45 / Used from: $8.17
The Wolf of Wall StreetThe Wolf of Wall Street by Jordan Belfort
Buy used from: $7.33
Liar's Poker: Rising Through the Wreckage on Wall StreetLiar's Poker: Rising Through the Wreckage on Wall Street by Michael Lewis
Buy new: $10.40 / Used from: $2.50
Hot Commodities: How Anyone Can Invest Profitably in the World's Best MarketHot Commodities: How Anyone Can Invest Profitably in the World's Best Market by Jim Rogers
Buy new: $10.85 / Used from: $6.99
Traders, Guns & Money: Knowns and unknowns in the dazzling world of derivativesTraders, Guns & Money: Knowns and unknowns in the dazzling world of derivatives by Satyajit Das
Buy new: $19.79 / Used from: $15.00