Comp Sci Books

Pattern Recognition and Machine Learning (Information Science and Statistics) is certainly not quant finance, but it is a pretty good introduction to machine learning techniques.

Purely Functional Data Structures is the place to go for a comprehensive treatment of functional data structures such as bootstrap heaps and tries and real-time queues. Much of the treatment concerns lazy data structures.

With much of modern software infrastructure running on "managed code", knowledge of garbage collection is fairly useful. Garbage Collection: Algorithms for Automatic Dynamic Memory Management is the go to book in this area.