Pensumsboka er R. Carmona, M. …

Pensumsboka er R. Carmona, M. Tehranchi: Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective. Springer (2006).

Dessuten skal vi bruke følgende bøker:

1. D. Lamberton, B. Lapeyre: Introduction to Stochastic Calculus Applied to Finance. Chapman & Hall (1997).

2. D. Brigo, F. Mercurio: Interest Rate Models. Theory and Practice: With Smile, Inflation and Credit. Springer, 2nd edition (2006).