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