Dunbar Steven. Mathematical Modeling in Finance with Stochastic Processes

Unpublished, 2011. — 282 p.A concise and clear introduction to stochastic modeling in Finance. The following among other topics are covered:
Options and Derivatives
Speculations and Hedging
Arbitrage
Mathematical Modeling
Randomness and Stochastic Processes in Binomial Settings
Binomial Option Pricing
First Step Analysis of Stochastic Processes
Limit Theorems for Stochastic Processes
Brownian Motion
Stochastic Calculus
The Black-Scholes Model