Options, derivatives, credit, FX, & commodities:
"Options, Futures, and Other Derivatives" (Hull) https://amzn.to/3Emjwk3
"Stochastic Volatility Modeling" https://amzn.to/45RYaXm
"Value at Risk" https://amzn.to/3R7bT8K
"Mathematical Methods for FX" https://amzn.to/3R9DplM
"FX Options & Structued Products" https://amzn.to/3R8ETgk
"Commodities & Commodity Derivatives" https://amzn.to/3R62U7q
"Managing Credit Risk" (Altman) https://amzn.to/3P04dlT
"Credit Risk Modeling" https://amzn.to/3P1w84Q
"Bond Markets, Analysis, & Strategies" (Fabozzi) https://amzn.to/3R7eL5b
"Valuation" (Damodoran - makes both lists) https://amzn.to/3EqFwdi
Risk & asset allocation:
"Active Portfolio Management" (Grinold & Kahn) https://amzn.to/45EhGHg
"Quantitative Equity Portfolio Management" https://amzn.to/3PpRURo
"Quantitative Portfolio Management" https://amzn.to/3PqTLFz
"Equity Portfolio Management" (Fabozzi) https://amzn.to/3Z4RfrN
"Advanced Portfolio Management" https://amzn.to/45NEtA8
"Modern Invesment Management" (Litterman/GSAM) https://amzn.to/3sBO4f0
Analysis of financial time series:
"Anaysis of Financial Time Series" (Tsay) https://amzn.to/45YEktF
"Applied Econometric Time Series" https://amzn.to/45VKf2p
"Econometrics: A Modern Approach" https://amzn.to/45V7FFf
"Statistics & Data Analysis for Financial Engineering" https://amzn.to/45WrRqo
Financial ML/Stats:
"The Elements of Statistical Learning" https://amzn.to/47X8I9s
"All of Statistics" https://amzn.to/45CUnxg
"Advances in Financial ML" (Lopez de Prado) https://amzn.to/3P5Oq4S
"Linear Algebra Done Right" https://amzn.to/3P0RLlL
"Deep Reinforcement Learning" (Yuxi Li) https://arxiv.org/pdf/1810.06339.pdf