• Introduction to Stochastic Calculus for Finance: A New Didactic Approach(Lecture Notes in Economics and Mathematical Systems)
• Author:Dieter Sondermann
• Paperback: 136 pages
• Publisher: Springer
• Language: English
• ISBN-10: 3540348360
• ISBN-13: 978-3540348368

"It serves as an introduction to stochastic calculus and integration without any measure theoretical background a ] . In summary the book provides a very readable introduction to mathematical finance. a ] For a general mathematician it gives a quick insight into the basic concepts of stochastic analysis and mathematical finance and might give some motivation to study the underlying theory in more detail." (Ludger Overbeck, Mathematical Reviews, Issue, 2007 k)

The notes are based on courses offered regularly to graduate students  in economics and mathematics at the University of Bonn choosing “financial economics” as special topic. To students interested in finance the course opens a quick (but by no means “dirty”) road to the tools required for advanced finance. One can start the course with what they
know about real analysis (e.g. Taylor’s Theorem) and basic probability theory as usually taught in undergraduate courses in economic departments and business schools.