Check out "My Life as a Quant" by Emanuel Derman http://www.amazon.com/My-Life-Quant-Reflections-Physics/dp/0471394203 http://www.amazon.com/My-Life-Quant-Refle

Check out "My Life as a Quant" by Emanuel Derman http://www.amazon.com/My-Life-Quant-Reflections-Physics/dp/0471394203 http://www.amazon.com/My-Life-Quant-Reflections-Physics/dp/0... and this book about Fischer Black's (of Black Scholes) work in finance. http://www.amazon.com/Fischer-Black-Revolutionary-Idea-Finance/dp/0471457329 http://www.amazon.com/Fischer-Black-Revolutionary-Idea-Finan...