What I've Been Reading
All this is a prelude to a book recommendation: My Life as a Quant: Reflections on Physics and Finance, by Emanuel Derman. I have never been a physicist or worked on Wall Street, but this book gives a good sense of what both career paths are like.
The book was written, by the way, before the recent financial crisis. As a result, one does not get a sense of how the author would put recent events into perspective. But by the end of the book, the author is skeptical enough about the use and abuse of financial models that I suspect he would not be terribly surprised when they went awry.