Books/Study Material

Section wise books I recommend

Mathematical Puzzles: A Connoisseur's Collection - by Peter Winkler
Entertaining Mathematical Puzzles - by Martin Gardner
Mathematical Puzzles of Sam Loyd

Introduction To Algorithms - by Cormen, Lieserson, Rivest
Algorithms - by Robert Sedgewick

C++: The Complete Reference
The C++ Programming Language - by Stroustrup
Programming in C++ - by Cohoon and Davidson

Probability, Random Variables And Stochastic Processes - by Papoulis
Fifty Challenging Problems in Probability with Solutions

Engineering Mathematics:
Advanced Engineering Mathematics - by Kreyszig
Linear Algebra And Its Applications - by Gilbert Strang
What Is Mathematics? - by Richard Courant

Quant Finance:
The Quants - by Scott Patterson
My Life as a Quant: Reflections on Physics and Finance
Fooled by Randomness: The Hidden Role of Chance in life and in the Markets
Beat the Dealer: A Winning Strategy for the Game of Twenty-One - by Thorpe

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Some math links I follow

CSE Blog
Gurmeet Singh Manku's Blog
CMU - The Puzzle Toad
IBM Ponder This
William Wu's Collection
C Puzzles by Gowri Kumar
Rustan Lieno Collection
A Puzzle Blog
Me, Myself and Mathematics
A Wanderer
Nicks's Mathematical Puzzles

Gowers's Blog
Tanya Khovanova’s Math Blog
in theory
The Math Less Travelled
Wild About Math!
Terry Tao
A Computer Scientist in a Business School
Combinatorics and more
A Neighbourhood of Infinity