Lecture Notes

Below you will find my (private) lecture notes for the class. They were not intended for distribution when originally written. However, I still hope that you may find them useful, in particular due to the lack of a suitable textbook.

So here are the scanned notes (NTNU access only):

• Chapter 1 (to appear shortly in English)
• Chapter 2
• Chapter 3
• Chapter 4
• Chapter 5 (pages 5-14 and 5-15 do not exist!)
• Chapter 6

Other material

Other material that has been handed out during the class and that is part of its syllabus is:

• Green's Functions
• FRAP-article
• Black-Scholes option pricing