I just got a copy of “The Money Formula: dodgy finance, pseudo science, and how mathematicians took over the markets” from the library. It’s by Paul Wilmott and David Orrell. I’d heard of Wilmott because his website (wilmott.com) once posted an interview with Edward Thorp, perhaps the greatest of all quants.
Nassim Nicholas Taleb said of Wilmott, "…the only quant who uses his own head and has any sense of ethics.”
Excerpt from the intro: “This book is not about the fallout from the  crisis – plenty of books and column inches have been written about that – but about helping to prevent the next one (which won’t look like the last one). To do that, it is necessary to go into the engine room of this massive shadow economy and understand how quantitative analysis works. How do you create a quadrillion dollars out of nothing, blow it away, and leave a hole so large that even years of the deliberately misnamed “quantitative easing” can’t fill it – and then go back to doing the same thing, only faster?”
It’s a very readable, irreverent, and knowledgeable look into quantitative finance.