Textbook/l?rebok:
Stanley R. Pliska: Introduction to Mathematical Finance, Discrete Time Models, 1997. Blackwell Publishers. ISBN: 978-1-55786-945-6.
Syllabus for the exam (SUBJECT TO CHANGE):
Chapter 1: All.
Chapter 2: All, except 2.7.
Chapter 3: All, except 3.5 and 3.6.
Chapter 4: Sections 4.1 and 4.4.
Chapter 5: Sections 5.1 and 5.2.
In addition, handwritten lectures notes (distributed as the course progresses).