Physics from Finance

Fantastic little book if you are interested in physics and have some familiarity with (higher-level) mathematics. The author doesn't make it too hard to follow along (of course, deriving all the results is way beyond my abilities, but I could follow along) — but importantly, he never ‘dumbs it down' like so many other books do.

This gave me great insight as to why physics students / PhDs do so well when moving to other fields, like finance: the abstract theoretical constructs (gauge theory, group theory, etc) are such powerful ideas that naturally one must immediately see comparisons that help modeling whatever it is one is analyzing (e.g., exchange rates can be thought of as analogous to the electromagnetic potential, therefore X, Y, Z... without having read any of the finance literature)