I've read [N. Taleb. Dynamic hedging][1] for exactly the same reason and found it quite helpful. You can find a preview at [Google Books][2] to examine the context - The greatest thing about this book that N. Taleb tries to show how things work in pracice not just how to derive another forumla (what is a subjsect for other great books on quantitative finance).

  [1]: http://www.amazon.co.uk/Dynamic-Hedging-Managing-Vanilla-ebook/dp/B000UG9JQA
  [2]: http://books.google.com/books?id=-5-OldaTjVQC