Textbook/lærebok:
Stanley R. Pliska: Introduction to Mathematical Finance, Discrete Time Models, 1997. Blackwell Publishers. ISBN: 978-1-55786-945-6.
Syllabus/pensum autumn/høst 2009:
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.