Monkey business is probably my favorite. Seriously, it is funny and has a cynical view on the industry (err.. very cynical view is more like it), but it's the real deal look into investment banking (from a pair of guys who hate it).

The accidental investment banker is another good one.. Involves a lot of Goldman stuff about a guy who just kind of randomly wound up in IBD (a good read if you're unsure of why you'd want to do IBD other than the $$$).

 
Best Response

More focused on equity research in the Bubble Days and characters like Frank Quattrone/Mary Meeker but still gives a very good flavor of what it's like to work in finance. It's less about cynical funny stories like Monkey Business and more about the characters.

http://www.amazon.com/Wall-Street-Meat-Grubman-Quattrone/dp/0972783210

As Buck2210 mentioned, Accidental Investment Banker (http://www.amazon.com/Accidental-Investment-Banker-Inside-Transformed/d…) is also quite good. Not many entertaining stories but more about the history of banking, the author's personal story etc.

 

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