Introduction to stochastic analysis applied to finance, option pricing and risk management. An online course by Wlodzimierz Bryc in DVI, PS and HTML format. Probability - Examines various definitions of Probability, and some paradoxes and perplexities. Probability Abstract Service - Research paper abstracts. Probability and Random Process Class Notes - Class notes for a university course on probability and random processes, by John L. Stensby.
Notes are in .pdf format.
Introductory through advanced topics are covered. The Logic of Science - Online textbook by E.T. Jaynes in PS format. Steven Shreve's Lectures on Stochastic Calculus and Finance - Notes in probability theory prepared by Prasad Chalasani and Somesh Jha, with a strong bias towards financial modeling and option pricing. An online course by Marcus Pivato. Also covers discrete-time Markov processes, Brownian motions, Levy and Poisson processes.