http://www.math.umn.edu/~bemis/finance/presentations.html page has nice presentations on:

* An introduction to Black-Scholes and arbitrage arguments
* An introduction to put-call parity.
* Numerical methods for a Partial-Integro Differential Equation arising from a jump-diffusion model
* Numerical methods for pricing American options using a jump-diffusion model

Aggregation of Correlated Risk Portfolios:Models & Algorithms
by Shaun S. Wang, Ph.D

3 series article by Sacha Barber.

Peter Forsyth
Contents
1 The First Option Trade 3
2 The Black-Scholes Equation 3
2.1 Background . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
2.2 Definitions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
2.3 A Simple Example: The Two State Tree . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
2.4 A hedging strategy . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
2.5 Brownian Motion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
2.6 Geometric Brownian motion with drift . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
2.6.1 Ito

by Greg Welch and Gary Bishop

It is an excellent introduction even for beginners

This spreadsheet has BDT model implementation and has Q & A

This excel spreadhseet explains step-by-step procedure to bootstrap yield curve using actual sample data from Bloomberg
Also exaplains swap pricing

Nice introduction of complex integral concept , and its calculation in matlab

We are developing resources for the equity derivatives world. We hope that you find these useful.