Introduction to stochastic analysis applied to finance, option pricing and risk management. An online course by Wlodzimierz Bryc in DVI, PS and HTML format. In addition to extensive coverage of printed sources this site also includes hyperlinks to useful information on the Web. By Richard Jeffrey.
Notes are in .pdf format.
Introductory through advanced topics are covered. A personal page by Justin Smith dedicated to exploring interesting probability and statistical questions. Online textbook by E.T. Jaynes in PS format. These notes by Alan Bain provide a complete elementary introduction to stochastic integration with respect to continuous semimartingales. An online course by Marcus Pivato.