[T] M.V. Tretyakov: Introductory Course in Financial Mathematics 2013. Imperial College press. Available in Hardcover, Softcover and EBOOK.
[P] S.R. Pliska: Introduction to Mathematical Finance, Discrete Time Models, 1997. Blackwell Publishers. ISBN: 978-1-55786-945-6.
Syllabus for the exam (updated):
[T] Elements of PART I from Chapters 2,3,5
[P] Chapter 1, sections 1-5
[P] Chapter 2, sections 1-3, 6.
[P] Chapter 3, sections 1-5.
[P] Chapter 4, sections 1,2,4.
[P] Chapter 5, sectopms 1-2.
In addition, handwritten lectures notes in support will be set available as the courses progress.
N:B: [T] Part II (Chapters 7-11) will be of occasional support for some topics of [P] Chapters 3-4.