Normally I just answer actual Q on calculus etc. but here goes.
I put "Lecture: An Introduction to Financial Mathematics" into Google.
No DVDs apparent straight away, but got a set of Florida uni lecture notes,
(PDF or HTML)
You may be able to find other results if you specify more details.
I suppose you could transfer such stuff to your own DVD/ memory stick
if you felt it would be more convenient to be able to transport it.
You did not give further details, so we can have no idea if this is what you want.
If not, best you try this yourself, as you know what uni/course you are on.
Perhaps ask your prof. or look up syllabus or course books/materials suggestions.
Another convenient way of transporting reading matter is a book of course.
There may be several books called
"An Introduction to Financial Mathematics"
If the lecture or course is related to the one by Bill Dalton
then the book can be found for only £22.31 at
http://cgi.ebay.co.uk/An-Introduction-to-Financial-Mathematics--|-Bill-Dalton_W0QQitemZ250432859866QQcmdZViewItem
Hope this gets you started,
Regards - Ian