This novella is terribly stylish and terribly clever. Not only that, it is the second novella of that description by K.J. Parker published by tor.com. I only mention this because if you like The devil you know, and haven't already read The last witness, you will want to! They aren't really connected - although I believe they're set on the same map.
So! A great, aging philosopher decides to make a deal with a devil. He doesn't have a history as a religious man - rather the opposite - but he's very, very good at making a convincing case for just about anything. Including the existence of entities interested in the eternal torment of human souls. Specifically, his soul.
The story is told from two changing points of view; that of the philosopher and that of the devil. These transitions aren't marked, which isn't much of a problem if you're reasonably awake while reading, but, well, can confuse you if you're not.
The philosopher is said to have asked for this particular devil by name, but that name is never explicitly offered to readers - probably because the devil is every devil, and the philosopher is every philosopher. (This is actually quite funny as several well-known titles are attributed to this one philosopher throughout the book. A lot of the story makes him out to be Nietzsche, but, well, there's some stark moral philosophy and there's some Adam Smith and... okay, maybe this isn't going to amuse everyone as much as it did me.)
Can a human outsmart a devil? Maybe that depends on exactly what defines human and devil. What can a human do that a demon can't, and vice versa? It tends to look like a game of definitions, and I thorougly enjoy reading that - I mean, this- sort of thing.
I hope the rest of the books published under this name (I know K. J. Parker is a pseudonym for Tom Holt) are of the same ilk as these recent novellas - Clearly, I must go forth and find out.