For anybody interested in the theory of mathematical finance theory, I would suggest: MacKenzie, Donald A. 2006. An Engine, Not a Camera (Cambridge: MIT Press). Not only does he go through the mechanics, but he interviews the central figures in its development.
-- Michael Perelman Economics Department California State University Chico, CA 95929 Tel. 530-898-5321 E-Mail michael at ecst.csuchico.edu michaelperelman.wordpress.com
