Neal Carothers has written a very readable book on real analysis [#!kn:Carothers2000!#]. That text was used for the material on Variation of a function of one variable. The theorems he provides were used to prove that the variation of a put option is its strike price for the Boness and Black Scholes assumptions on stock returns.
http://personal.bgsu.edu/~carother/Vita.html