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PEsource recommends the following books for your personal library:
 

 

All About Hedge Funds : The Easy Way to Get Started  

  
Beyond Wall Street : The Rise of Private Equity and the Future ...
  PIPEs: A Guide to Private Investments in Public Equity
  Term Sheets & Valuations - A Line by Line Look ...
  Venture Capital and Private Equity : A Casebook
  Hedgehogging
Absolute Returns: The Risk and Opportunities of Hedge Fund Investing  
Hedge Fund of Funds Investing: An Investor's Guide  
The Exchange-Traded Funds Manual