QuantCandy's Blog

These look like they are fun, and not just for kids.

This is great, free textbook Applied Analysis by John Hunter, Bruno Nachtergaele
here.   The book covers the topics:

Metric and Normed Spaces
Continuous Functions
The Contraction Mapping Theorem
Topological Spaces
Banach Spaces
Hilbert Spaces
Fourier Series
Bounded Linear Operators on a Hilbert Space
The Spectrum of Bounded Linear Operators
Linear Differential Operators and Green’s Functions
Distributions and the Fourier Transform
Measure Theory and Function Spaces
Differential Calculus and Variational Methods

Springer lecture notes in Mathematics, Stochastic Methods in Finance, 2003. Has chapter on credit risk modeling.

Sundaram and Das, Derivatives
Contains:
Chapter 1: Futures and Options: An Overview
Chapter 3: Pricing Forwards and Futures I: The Basic Theory
Chapter 7: Options Markets
Chapter 8: Options: Payoffs & Trading Strategies
Chapter 9: No-Arbitrage Restrictions on Option Prices
Chapter 10: Early Exercise and Put–Call Parity

Professor George Cain of Georgia Tech maintains a list of free online mathematics textbooks.  This includes one by Gilbert Strang, available free from MIT’s Open CourseWorks site.

Christian Walck has an amazing free probability distribution handbook with detailed discussions.  You won’t find every distribution here, but probably what he doesn’t have, you don’t need! 🙂