Start with Stochastic Calculus for Finance I & II by Shreve. It starts of with a binomial, discrete time, model and builds up to the BSM model in continuous time and more, but really what you need is the math it teaches, not necessarily any specific model. This is the first book you would study in mathematical finance. Here's a free textbook pdf on stochastic calculus/ SDEs, just to give you an example of what you're looking at http://math.berkeley.edu/~evans/SDE.course.pdf . I can give more recs if interested as I'm currently getting a masters in math, concentrating on mathematical finance.