How about this book? Seems an intersting one! " The book also includes interviews with some of the worldâs top names in the industry, and an insight into the history behind some of the greatest discoveries in quantitative finance. Interviewees include: * Clive Granger, Nobel Prize winner in Economics 2003, on Cointegration * Nassim Taleb on Black Swans * Stephen Ross on Arbitrage Pricing Theory * Emanuel Derman the Wall Street Quant * Edward Thorp on Gambling and Trading * Peter Carr the Wall Street Wizard of Option Symmetry and Volatility * Aaron Brown on Gambling, Poker and Trading * David Bates on Crash and Jumps * Andrei Khrennikov on Negative Probabilities * Elie Ayache on Option Trading and Modeling * Peter Jaeckel on Monte Carlo Simulation * Alan Lewis on Stochastic Volatility and Jumps * Paul Wilmott on Paul Wilmott * Knut Aase on Catastrophes and Financial Economics * Eduardo Schwartz the Yoga Master of Quantitative Finance * Bruno Dupire on Local and Stochastic Volatility Models "
Derivatives Models on Models (Hardcover) by Espen Gaarder Haug http://www.amazon.com/Derivatives-Models-Espen-Gaarder-Haug/dp/0470013222/ref=pd_sim_b_2 According to one of the reviews: "Haug was right about one thing, trading in options is a possible way to get rich. Buying books on options is a certain way to become bankrupt."