Financial engineering professional courses and books are as follows:

"Financial Quantitative Analysis Method" by Song Fengming of Tsinghua University. This book covers all the core theories of finance. It is very thorough and useful. Helps organize thoughts.

Financial engineering first recommends Hull's "Options, Futures and Other Derivatives", which is known as the Wall Street Bible; every Wall Street practitioner has a copy, which is of great help whether in study or work.