Mark S. Joshi - C++ Design Patterns and Derivatives Pricing

The book by Mark S. Joshi, who is the one of the real world practicioners (as far as I remember he works for RBS) , tries to teach you how to code clearly and efficiently. I think that you should be thinking of reading this book after you learn basics from the Daniel Duffy's book.

Daniel J. Duffy - Financial Instrument Pricing Using C++

If you want to become a quant trader (statistical arbitrage for example), you will need a stron programming skills. The book by Daniel J. Duffy (almost Darrel Duffie ;) ) will help you to equire necessary skills. The book is considered to be one of the most sucessful books on C++ in finance.

Nassim Nicholas Taleb - Fooled by Randomness: The Hidden Role of Chance in Life and in the Markets

The book by Nassim was phenomenal success. It is by far the most successful popular book about trading that was published at the beginning of this century. Taleb is writing about the fact that most people do not have probabilistic intuition. This observation exposes a number of puzzling in real-life.

It would be best if you read the book of Taleb, after you read "Market Wizards" of Schwager. First book will temper you optimism (trading is easy...!) after you read the "Wizards".

Definitely the must-read for anyone who wants to become a trader.

Jack D. Schwager - The New Market Wizards: Conversations with America's Top Traders

That is the second part of the famous book. I am sure that if you found the first interesting you will love this one too. As always Jack Schwager is able to make a great use of these interviews and the depth of the analysis of the strategy of each of these traders makes the book an invaluable source of information for every beginner.

Jack D. Schwager - Market Wizards

I believe that this is the first and most important book that every wanna be trader should read. Jack did really a great job, when he made interviews with some of the greatest minds of trading. If you read this book you will learn that there are many different trading strategies that may be profitable. Each of these strategies require different personality, and you can find a trading system that will be best for you. The book does not require any maths. In fact there is no single equation in the whole book and you would be able to read it in one or two night. I really recommend!