"When Genius Failed: The Rise and Fall of Long-Term Capital Management" is a pretty good one, though the books main focus is the people involved in the situation, not the technology they were using.<p>More info from Wikipedia:
<a href="http://en.wikipedia.org/wiki/When_Genius_Failed:_The_Rise_and_Fall_of_Long-Term_Capital_Management" rel="nofollow">http://en.wikipedia.org/wiki/When_Genius_Failed:_The_Rise_an...</a>