I just found out that Peter Bernstein died last week. I can think of no other book that has influenced me more in my career in risk management than his "Against the Gods: The Remarkable Story of Risk." Not only did it help me to realize that risk is a function of bad events (i.e. process matters indirectly, the percentage of bad transactions drive risk) but it also introduced me to Kahnemann and Tversky's Prospect Theory and the entire field of behavioral economics.

For that, I thank him.

(hat tip: the Curious Capitalist)