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Review of Stochastic calculus for finance by Steven E. Shreve (reviewed by Darrell Duffie) [link]

Review of Louis Bachelier's Theory of speculation: The origins of modern finance by Mark Davis and Alison Etheridge (reviewed by Philip Protter) [link]

MATLAB Primer, Third Edition, by Kermit Sigmon [.pdf file]

MATLAB program files for stochastic differential equations [link]

Black-Scholes in multiple languages [link]