Notes

Programming: I recommend MATLAB (RPI has a license) or PYTHON (open source) for prototyping. C++ for deployment in the real world.


Financial Instruments: Money, Bonds, Stocks

Options

Optimal Trading Strategies

The Martingale Measure and Risk Neutral Pricing
You may also look at this paper: The Equivalent Martingale Measure: An Introduction to Pricing Using Expectations

Pricing the American Option

The Monte Carlo Method for Pricing

Portfolio Allocation