Reading Assignments for Exam Preparation

1. Arlie O. Petters & Xiaoying Dong " An Introduction to Mathematical Finance with Applications"

Section 2.10, Sections 3.1- 3.3

Sections 4.11, 4.13, Subsection 4.2.5, Sections 6.1, 6.5?

Sections 7.2, 7.3, Sections 8.5.1, 8.5.2, 8.5.3, 8.8.3

2. Stanley R. Pliska? "Introduction to Mathematical Finance: Discrete Time Models"

Section 1: pp. 1¨C28

Section 2: Subsections 2.1¨C2.2

Section 3: Subsections 3.1¨C3.5