Arrian's Anabasis of Alexander in seven books is the best account we have of Alexander's adult life. Indica, a description of India and of Nearchus's voyage therefrom, was to be a supplement.
A student of Epictetus, Arrian took notes at his lectures and published them (in eight books of which we have four, The Discourses) and also the Encheiridion or Manual of Epictetus. Both works are available in the Loeb Epictetus edition.
The Loeb Classical Library edition of Arrian is in two volumes.