Recommended books about software development, engineering and finance:

Software Engineering
by Ian Sommerville

Unified Software Development Process
by Ivar Jacobson, Grady Booch, James Rumbaugh

Code Complete: A Practical Handbook of Software Construction
by Steve McConnell

The C Programming Language
by Brian W. Kernighan, Dennis Ritchie

CLR via C#
by Jeffrey Richter

Books that I would like to read:

Paul Wilmott Introduces Quantitative Finance
by Paul Wilmott

More to come...