Main group 1

• Kohn, Robert, PDE for Finance, Courant Institute, New York University, 2011, http://www.math.nyu.edu/faculty/kohn/pde_finance_2011.htmlCompulsory*
• Björk, Tomas, Arbitrage theory in continuous time, Fourth edition., Oxford, Oxford University Press, 2020
• Karatzas, Ioannis; Shreve, Steven E., Brownian motion and stochastic calculus, 2. ed., Berlin, Springer, cop. 1991

* Compulsory