Processes — Basic Stochastic

by Pierre Devolder: Focuses on stochastic calculus, Lévy processes, and the Black-Scholes model. Ideal for actuaries or risk managers. Available at Barnes & Noble . For Rigorous Mathematical Theory

: Best for those who want to see these processes in action using programming. Basic Stochastic Processes

Depending on your specific goals (finance, engineering, or pure theory), these texts offer different depths: For Financial & Actuarial Depth by Pierre Devolder: Focuses on stochastic calculus, Lévy