His autobiography, A Man for All Markets, is terrific. It has wonderful stories of his childhood chemistry pranks, his blackjack adventures, his work with Claude Shannon on a wearable computer for beating roulette, and his quant trading (which included discovering Black Scholes option pricing model, but just using it to price option, not publishing as well as stat arb.
His book is great. Loved the blackjack and roulette sections.