The spring text for my module (Brigo & Mercurio) is in the Bookstore, but apparently not the text for this term.
The first two weeks are farily generic probability background; but you will definitely need the text for week three. Please see Meucci's website for guidance on how to order it. I believe Amazon carries it.
I have updated the syllabus to reference the course website, where I will be posting slides.
You may also pick up the slides directly from