Stochastic Calculus for Finance II: Continuous-Time Models, Steven E. Shreve, Springer, 2004, ISBN: 9780387401010.
Stochastic Calculus for Finance I: The Binomial Asset Pricing Model, Steven E. Shreve, Springer, 2004, ISBN: 9780387249681.
Elementary Stochastic Calculus With Finance in View, Thomas Mikosch, World Scientific, 1998, ISBN: 9789810235437.
Teaching resources available on the university web site (comunità didattica) of the course.