Your statement that "it is not difficult for someone who has taken calculus and statistics" is wrong. You are playing with words. And what you are saying can give the wrong impression to someone who may be reading what you write. Shreve is demanding -- particularly volume 2. Shreve has simplified the presentation to the extent possible -- the book is not comparable in difficulty or abstraction to the two volumes of Karatzas and Shreve. But it is still involves hard work, and even though he explains terms like Borel measures and sigma-algebras, a students would still need to bring considerable mathematical maturity to his study. Something going well beyond calculus and statistics.
Also, Alain is right that examples are key. Generally when starting a new subject area in math, we begin with clear examples. This holds in algebra, in mechanics, in number theory, in differential geometry -- everywhere. The theory comes later, serves to glue together the disparate examples, and serves to explain phenomena on a more abstract level. Thus for example I can give the helix as an example of a curve with both curvature and torsion. Only later will I give a general proof that every space curve can be completely characterised by curvature and torsion. Only the worst teachers begin with an abstract and unmotivated exposition.
For these reasons you do not know what you are saying.
