It has a very nice summary of modern probability theory at the beginning.

Bibliographic data

@misc{
title = "Stochastic Calculus in Mathematical Finance",
author = "Michael Dritschel",
howpublished = "Lecture notes of MAS3215 in University of Newcastle",
url = "http://www.mas.ncl.ac.uk/~nmad1/teaching/mas3215.html",
year = "2008",
}