When it comes to math humour, there's not much out there. There is a good list of jokes on MathOverflow. There's also Mathematical Apocrypha by Krantz, many of whose folklore stories are also amusing. The other day at the library I found another one: Riot at the Calc Exam by Colin Adams.
Adams' book is a collection of 33 short stories involving teaching, exams, research, and the math anxiety of students. Most, but not all of these are strictly in the short story format. "The Theorem Blaster" for example is an advertisement for a machine to simplify theorems. One of my favourites, "The Mathematical Ethicist", is a series of Dear X style letters with responses from an unethical ethicist.
So, is it funny? I found it to be so, and laughed aloud or smiled frequently. Most of the humour does indeed revolve around math themes, some of them advanced, so you really need an advanced math degree to get all the jokes on the first reading. That being said, there are end of chapter notes that I skimmed that give an explanation of some of the more esoteric concepts.
I liked also that the stories can be enjoyed on multiple levels. The "Deprogrammer's Tale" is a story about young students being drawn into mathematics as though it were a vice to beware. This is one of the few stories that is less humour and more caricature of truth. Being currently looking for jobs myself, I have had recent experience with the odd view that non-academic employers take towards a math PhD that vaguely mirrors some of the reactions of the characters in this story.
Riot at the Calc Exam is certainly a fun read and I recommend it to anyone looking for a collection of good stories imbued with the curious theme of mathematics.