I normally recommend The Complete Guide to Capital Markets for Quantitative Professionals by Alex Kuznetsov (despite the title you don't have to be a mathmo to read it, anyone with a technical mindset should be fine).

I'd avoid relying upon articles like this one though, from my experience they're frequently wrong.

I've been a developer on the leading equities analytics software, was lead developer on the worlds largest credit derivative trade settlement platform, and now work in currency trading. I don't have a huge in-depth knowledge in these areas, but I know enough that I can tell most of these articles are written by people who are completely clueless.