It really depends on which aspect you want to learn. When I was a trainee in Morgan Stanley, there are a list of books that are in the recommended list, one of that is Stocks, Bonds, Options, Futures . This book to me is the best book for you to understand what are different products in the finance industry. The author is from an insurance company and has a very deep knowledge about all these. I still keep this book and will read that from time to time.
Another book I would like to recommend about economy and finance, is How an economy grows and crashes. This book explains how financial market works from the very beginning. It uses simple wording and illustration to explain how economy grows with a story that happens in an island with 3 people. It is so simple that even a kid can follow. You will understand what is money, what is saving, what is investment, what is a bubble etc.
Hope that helps!