I recommend several books to my students. I will divide them into introductory and intermediate. All the links are to their Amazon.com pages. After you view them on Amazon.com, their website determines that you are interested in business books and produces more recommendations for you.
Try the following fiction (all are paperback novels): Archer, The Fourth Estate (a fictionalized narrative of the global fight for dominating the media between Robert Maxwell and Rupert Murdoch); Michael Lewis, Liar's Poker (a truly funny Princeton graduate joins Wall Street and observes the feeding frenzy and the peculiar rituals of investment bankers; also check Lewis' other books); by ex-investment banker Stephen W. Frey, The Vulture Fund (a James-Bond-like banker saves the world from a giant financial conspiracy; also check Frey's other books). Entertaining is also the series of Lawrence Sanders featuring “Wall Street dick” Timothy Cone (Timothy Files, Timothy's Game). Tom Wolfe's books, The Bonfire of the Vanities and A Man in Full have protagonists who are deep inside the financial community, but, beware, these books are not short. Among the non fiction that will illuminate the world of high finance are Burrough & Helyar, Barbarians at the Gate (the initial attempt of management to buyout RJR-Nabisco and its eventual auction); any of the books of Ron Chernow (The House of Morgan is about the famous financier J.P. Morgan but very long, The Warburgs is shorter and about a German-Jewish banking family which he follows from the 17th century; the more recent and now in paperback is Titan: The Life of John D. Rockefeller; I think that this last one is also the best, particularly since it shows the use of legal strategies in various aspects of the business).
A law professor with a libertarian streak looks at the prosecution of Mike Milken in Daniel Fischel, Payback (out of print). Investment banker Bruce Wasserstein has written about the evolution of takeovers and the strategies that drive them with particular focus in the last 30 years in Big Deal, which is also available still only in hardcover. If you get to like the markets, you may find Roger Lowenstein’s When Genius Failed: The Rise and Fall of Long Term Capital Management fascinating. One more very interesting story of a specific player in the markets is George Baker’s & George David Smith’s The New Financial Capitalists: Kohlberg Kravis Roberts and the Creation of Corporate Value. These two are also fairly short.
After you view all these on Amazon.com, their system figures out you are hunting business books and you get a cascade of related recommendations. Good luck!