Free Online Quantitative Finance Textbook

[quotes]

http://www.opentradingsystem.com/quantNotes/main.html

explicit illustration, large coverage, but poor background theme.

 

[stochan]

Cool, I discovered that site a few days ago by googling a proof that convergence in probability implies a.s. convergence for a subsequence.

 

[quotes]

These lecture notes are also available
http://galton.uchicago.edu/~lalley/Courses/390/

 

[downandin]

I came across a great set of lecture notes -
http://risklatte.com/Publications/Books/index.php

 

[Polter]

Excellent Stochastic Calculus Notes: http://almostsure.wordpress.com/stochastic-calculus/