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MIT OpenCourseWare, Itô Calculus. From MIT 18.S096 Topics in Mathematics with Applications in Finance. Taught by Dr. Peter Kempthorne, Dr. Choongbum Lee, Dr. Vasily Strela, and Dr. Jake Xia in Fall 2013 (2013), Uploaded by MIT OpenCourseWare in Jan 2015.
https://ocw.mit.edu/courses/mathematics/18-s096-topics-in-mathematics-with-applications-in-finance-fall-2013/video-lectures/lecture-18-ito-calculus

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