Bayesian Data Analysis - Gelman (statistical logic on computer databases)

The Nature of Mathematical Modeling - Gershenfeld (clear and lucid birds eye view of techniques for exploring the natural world on a computer)

Ruminations on C++ - Koenig, Moo (techniques for clarity in C++ expressions)

John Adams - David McCullough (a little fascination for the old to balance all this fascination with the new)

The Pragmatic Programmer - Hunt, Thomas (inspiration and discipline for the aspiring programmer)

Generative Programming - by Czarnecki and Eisenecker (deep thinking for the C++ programmer)

Options, Futures and Other Derivatives - Hull (mathematical idealizations of the markets)

Elements of Information Theory - Cover, Thomas (remarkable presentation of the information theory started by Claude Shannon)

The C++ Programming Language - Stroustrup (the C++ bible, undoubtedly)

Scientific and Engineering C++ - Barton, Nackman (one of the first books to show the mathematical power of C++, from 1994 so now a little dated)

Investments - Sharpe, Alexander, Bailey

Artificial Intelligence - Norvig (good overview of a field that has yet to find its mathematical basis)

Genetic Programming, An Introduction - Banzhaf, Nordin, Keller, Francone (inspiring dreamers that may be on to something)

Advances in Genetic Programming, Vol 2 - Kinnear, ed. (a collection of useful speculation)

Handbook of Mathematics - Bronshtein, Semendyayev (a clear thinking assistant for the mathematically inclined)

The Art of Computer Programming, 1-3 (Where's vol 4? ;), Donald Knuth ("There is no subject, however complex, which, if studied with patience and intelligence will not become more complex." ...but at least it's beautiful.)

Numerical Recipes in C - Press, et. al. (great mathematical techniques and an excellent presentation make up for the now-antiquated programming style)

Monte Carlo Methods, Vol. I - Kalos, Whitlock (a little assistance exploiting the profundity of random numbers)

Programming Language Pragmatics - Scott (unfortunately no programming language has it all, but this is a wonderful comparison of many of them)

Structure and Interpretation of Computer Programs - Abelson, Sussman (Proof that there are not many ideas that can't be expressed in ((Lisp)). Unfortunately it comes with a performance hit and usually without strict type checking.) Book site and complete text online.

Speech Recognition - Becchetii, Prina Ricotti (mathematical and programming techniques for speech recognition)

Modern C++ Design - Alexandrescu (Ouch! Enough to stretch the brain of any C++ guru. Probably a vision of things to come.)

An Introduction to Econophysics - Mantegna & Stanley (A physicist looks at Wall Street. Insightful, but is it useful?)

Time Series Prediction, Andreas Weigend and Neil Gershenfeld, Santa Fe Institute (results of a fascinating little prediction competition with excellent commentary; a little dated but still informative for implementers)

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