Stochastic Calculus and Financial Applications J. Michael Steele
Publisher: Springer

That's awesome (speaking as a Big10 fan). Lee, Linear regression analysis. Michael Steele, Stochastic calculus and financial applications. Read blog posts on Monte Carlo Simulation & Stochastic Calculus: The Ladies Love It! Jun Shao, Mathematical Statistics. Nice post, read through it while my proff was giving us applications of BM, ironically enough. Resnick, Adventures in stochastic processes. I'm a pure math major as well, going into who knows what in something quant-finance-y. Something on numerical methods. "Stochastic Calculus and Financial Applications" by J. On Wall Street Oasis, the largest finance industry social network and web community. Michael Steele "An Introduction to Stochastic Integration" by K.L.