Reddit mentions of The Handbook of Fixed Income Securities, Eighth Edition

• Hull's Derivatives is the bible
  
• Stigum's Money Market is a legitimately enjoyable read and taught me SO MUCH
  
• Fabozzi's Fixed Income Handbook is a good general overview of the FI market. (More widely known than, but not as good as Stigum's.)
  
• I don't know where your programming skills are, but try to model out anything that you find interesting in the books above using Jupyter. This will help a great deal with internalizing what's happening mechanically underneath the concepts you're learning.
  
• How I Became A Quant for easy train/bed reading.
  
• Mandlebrot for a dose of realism. Models are always wrong.
  
• The Medium of Contingency for a glimpse into the mind of a practitioner. It's... weird.
  
• Cliff's blog because he's humble (and also my idol). His chapter in How I Became A Quant is the best, imo.
  
  disclaimer: Not a quant, never went to school for it nor worked in finance. I just like reading. This list is more than enough for the summer, but let me know if you want material focused on anything in particular. (Structured products, history, etc.)

Fabozzi or Tuckman are essentially the Natenberg of Fixed Income. Jha is well regarded too. Of course economic theory is thrown in this also, which can lead you down many roads depending upon the school of thought.

Depends on what you're interested in -

Most of my work is in derivatives so would recommend

• Dynamic Hedging - Nassim Taleb
  
• Options, Futures and Other Derivatives - John C. Hull
  
  Those are good starter books and far, far beyond what you'll get out of all three levels of the CFA. There are much more mathematically focused books out there as well.
  
  If you want to get mathy -
  
  
• An Introduction to the Mathematics of Financial Derivatives - Neftci
  
  This was my first serious finance book in undergrad and I still reference it today.
  
  
• Corporate Finance - Ross, Westerfield, Jaffe
  
  Fixed Income
  
  
• Fixed Income Investing - Fabozzi
  
  I'm probably least strong in the equity space but most people recommend this book (I haven't read it)
  
  
• Securities Analysis - Graham, Dodd
  

https://www.amazon.com/Handbook-Fixed-Income-Securities-Eighth/dp/0071768467