[jackgavigan]

Against the Gods by Peter L Bernstein, Chaos by James Gleick, and The (Mis)Behaviour of Markets by Benoit B Mandelbrot and Richard L Hudson.

[kgwgk]

In this less mathematical, more "pop science" vein I remember I enjoyed The Flaw of Averages by Sam Savage (who happens to be the son of Jimmie Savage) but I read it many years ago and I'm not sure I would still recommend it.