• Short course description
• Course information 2013
• Preliminary plan for the course in 2013
• Schedule 2013
• Course literature:
• (1) Lectures on Financial Mathematics (H. Lang) (you can buy them at the student office of the math department), and
• (2) Options, Futures, and Other Derivatives (J. Hull, Prentice-Hall) or
(3) Fundamentals of Futures and Options Markets (J. Hull, Prentice-Hall)
as supplementary/recommended literature.
• Additional material NEW
• Homework sets
• Previous exams
• Examination details. You are allowed to bring a calculator but no other special aids.
• Examiner: Henrik Hult. Teachers: Henrik Hult and Pierre Nyquist.
• E-mail address: hult@kth.se
  

A short note on prices of American options can be found here.