Here are some non technical books that will make the course more interesting if you read them first, before all the technical pieces are applied. All the links take you to Amazon.co.uk.
Peter Bernstein, "Against the Gods: The Remarkable Story of Risk" (Peter L. Bernstein)
Peter Bernstein, "Capital Ideas Evolving: The Improbable Origins of Modern Wall Street" (Peter L. Bernstein)
Satyait Das "Traders, Guns and Money: Knowns and Unknowns in the Dazzling World of Derivatives" (Satyajit Das)
Nassim Taleb "The Black Swan: The Impact of the Highly Improbable" (Nassim Nicholas Taleb)
Nassim Taleb "Fooled by Randomness: The Hidden Role of Chance in Life and in the Markets" (Nassim Nicholas Taleb)
Charlse Seife "Zero: The Biography of a Dangerous Idea" (Charles Seife)