Downloading Frequently asked questions in quantitative finance: including key models, important formul, popular contracts, essays and opinions, a history of quantitative finance, sundry lists, the commonest mistakes in quant finance...

I've been very pleased with this book. As someone starting out in the field, I'd been very curious about where the rubber meets the road in terms of application of all the fancy theory one learns in school. Wilmott covers that in detail, including mistakes that people seem to consistently repeat.