Introduction to Stochastic Calculus Applied to Finance

The second edition of this book provides a concise and accessible introduction to the probabilistic techniques needed to understand the most widely used financial models. The authors cover many key finance topics ... . The book can be used as a reference text by researchers and graduate students in financial mathematics. It also is ideal reading material for practicing financial analysts and consultants using mathematical models for finance.
-Technometrics, May 2009, Vol. 51, No. 2