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: Chapters 1-3, Chapter 4 up to and including (4.22) on page 137, Chapter 5.1-5.4. There will not be problems on linear programming on the exam and not on stocks with dividends.