1. http://finmath.uchicago.edu/new/msfm/prospective/plan_readin...
( i graduated last month from this pgm. if you have 50K$ and 9 months to spare, its not such a bad idea to apply. i believe 50% of graduating class found a quant job with max paycheck 165K & 20-100% sign-on bonus ( hope this isn't classified info :) If you are smart, just read Hull cover to cover and solve all the problems. I'm not so smart :( )
steven leduc primers ( cliff notes linear algebra, GRE subject math ) - quick brushup before interviews
6. personal suggestion - take 6 months to figure out if this is right for you. open a 5k brokerage account. don't buy any stocks, but grow that 5k by pure derivative play ( butterflies, condors, ratio spreads ) in simple equities. that math is invaluable and not so hard. plus, the programming is not too hard either - just simple 2D graphics, a few threads & number crunching will spit out payoff diagrams you can understand.
The "you must start here" is nothing but a popularity list. It does not really speak to the quality of the titles. Can you recomend anything specific from the list to start with?
Check out QuantNet (http://www.quantnet.com), Wilmott (as SkyMarshal linked below) and Nuclear Phynance (http://www.nuclearphynance.com/). AFAIK, they're the most active forums for quants and usually don't mind answering questions for beginners/students.
If you're looking for an overarching guide to the finance industry - The Complete Guide to Capital Markets for Quantitative Professionals By Kuznetsov is a good book to start. This book explains the major financial markets, players and products, and what a technical/quantitative person could do there.
