Syllabus/achievement requirements

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.

Published June 26, 2014 9:57 AM - Last modified June 26, 2014 9:57 AM