Here are the books recommendations from Nassim Taleb:
1. The Secret of Fatima
2. Birth of a Theorem: A Mathematical Adventure
3. A Few Lessons from Sherlock Holmes
4. Probability Theory (Courant Lecture Notes)
5. The Opposing Shore
6. The (Mis)behavior of Markets
7. Social Cognition: Making Sense of People
8. Idea Makers: Personal Perspectives on the Lives & Ideas of Some Notable People