I have a few mates who are either working for some trading firms up in London. Picked up "Technical Analysis for Dummies" and "Trading for dummies". This is how my mate (who is now a working for a trader) started out.
All I did was read the book on the train and at work. The maths part isn't massively complicated, but understanding the Jargon is the hard part.
Most of the people I know who got into quant work read
Most of the people I know who got into quant work read
[ame="http://www.amazon.co.uk/Options-Futures-Derivatives-Prentice-Finance/dp/0136015867/ref=sr_1_1?ie=UTF8&s=books&qid=1268999033&sr=8-1"]Options, Futures, and Other Derivatives Prentice Hall Series in Finance: Amazon.co.uk: JOHN C HULL: Books[/ame]
[ame="http://www.amazon.co.uk/Mathematics-Financial-Derivatives-Student-Introduction/dp/0521497892/ref=sr_1_4?ie=UTF8&s=books&qid=1268999078&sr=8-4"]The Mathematics of Financial Derivatives: A Student Introduction: Amazon.co.uk: Jeff Dewynne: Books[/ame]
[ame="http://www.amazon.co.uk/Stochastic-Differential-Equations-Introduction-Applications/dp/3540047581/ref=sr_1_3?ie=UTF8&s=books&qid=1268999121&sr=1-3"]Stochastic Differential Equations: An Introduction with Applications Universitext: Amazon.co.uk: Bernt Oksendal: Books[/ame]