Suggested book for self study.

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I have a degree in Financial Risk Management, and did 4 semesters of calculus and analysis(but that was about 10 years back), with most of my other efforts going toward Mathematical Statistics and Investment Related subjects.

I would like to reeducate myself to some degree.

I am looking for a staring point that lead me to Measure theory, General Integration, Fourier series and understanding characteristic functions of random variables, martingales, stochastic calculus...

Ok now I am just throwing words around... but I think it paints the right picture.

I have access to a university library, but all the books that seem to cover the relevant topics are not really friendly to the students trying to embark on self study...