Depends on which MCSD certification you're interested in. If it's Web Applications, then the Microsoft books are a reasonable place to start. The MS 70-480 "Training Guide" is fairly comprensive and well-writen. The MS 70-486 and 70-487 "Exam reference" books are thinner and not as good, and the 487 book contains a number of errors. They are still worth reading though, although other books will be needed.
Prolrnr2.0
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MCSD details are available at Microsoft MCSD web site.
Click on the exam details to find related training and books, e.g. https://www.microsoft.com/en-sg/learning/exam-70-480.aspx
If you are looking for secure software coding, one option is SANS courses
For security software development lifecycle management, you can try CSSLP