My Life as a Quant by Emanuel Derman

Derman trained as a physicist, then spent 20 years chasing physics. Along the way, he lucked out and got to work at Bell Labs in the late 70's, which means he got to hang around hacking on UNIX boxes for about 5 years. He then moved to Wall St and hacked on various financial systems.

Despite all that, he made two good points:

  1. Life has option time decay (p 28)
  2. Great advances codify and make routine the formerly impossible to contemplate (p 48)
And he did reference a paper written by Fischer Black called "Managing Traders" which you should read and find online (you do have to think for a second to get it) even though it's Goldman Sachs intellectual property.