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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 in 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.