Updated Programme
(regularly updated, )

1	Class: A super crash course in measure theory at the start. Then Sections 1.1, 1.2 up to Theorem 1.12 (with partial proof). Tutorial: Make Exercise 1.3 and 1.15 (for this you have to read section A.1; this exercise is the same as Exercise A.1). Homework: Read in the lecture notes also the parts before Theorem 1.12 that I skipped. Make Exercises 1.1 and 1.8.
2	Class: Section 1.2 from Definition 1.13, Section 1.3 and a very brief intro to Sections 2.1, 2.2. Tutorial: Make Exercises 1.2 and 1.5. Homework: Make Exercise 1.4 and 1.11.
3	Class: Most of Sections 2.1, 2.2 (you can read Proposition 2.10 yourself, optional). Tutorial: Make Exercises 2.2, 2.3, 2.6. Homework: Make Exercises 2.1, 2.8, 2.9. [If you really like: In the proof of Theorem 2.12 it is tacitly assumed that the order dense subset is infinite. Show that a finite dense subset cannot exist.]
4	Class: Most of Section 3.1. Tutorial: Make Exercises 3.4, 3.5, 3.6. Homework: Make Exercises 3.1, 3.3.
5	Class: Sections 4.1 and Section 4.2. Tutorial: Make Exercises 4.1, 4.6 and 4.7. Homework: Make Exercises 3.2 (read carefully the text pertaining to Corolllary 3.10 and keep the argumentation short by referring to Theorem 3.9 where useful), 4.2 and 4.3.
6	Class: Sections 5.1, 5.2 Tutorial: Make Exercises 5.2 and 5.5. Homework: Make Exercises 5.3 and 5.4.
7	Class: Section 6.1 Tutorial: Make Exercises 6.3, 6.6 and 6.7. Homework: Make Exercises 6.1 and 6.4.
8	Class: Sections 6.2, 7.1 Tutorial: Make Exercises 7.1, 7.3 (and 7.4 if there is enough time). Homework: Make Exercises 6.5 (actually this exercise belongs to week 7 and 6.4 to this week), 6.9 and 7.5.
9	Class: Sections 7.2, 8.1. You may have a look at the MTP lecture notes for some elementary properties of quantile functions (around Theorem 3.10), used in today's lecture. Tutorial (on Friday 26 April!): Make Exercises 7.7, 7.10. Homework: Make Exercises 7.8, 7.9.
10	Class: From Section 8.2: Theorem 8.9 (with partial proofs), Theorem 8.12. From Section 8.3: Lemmas 8.16, 8.17, mentioning of Lemmas 8.19 and 8.20, Proposition 8.21; Lemma 8.22. Tutorial: Make Exercises 8.2, (read the proof of Lemma 8.19 and make) 8.11, 8.14. Homework: Make Exercises 8.1, 8.3 (it is sufficient to give a relation between $\mu$ and $\sigma^2$).
11	Class: Remaining parts of Section 8.3, most of Section 8.4, from Section 8.5 the first part of Theorem 8.32 and quick mentioning of Section 8.6. Tutorial: Make Exercises 8.4, 8.5, 8.13. Homework: Read Section 8.6 (and check also that the CRR model satisfies the assertion of Theorem 8.32 about atoms) and make Exercises 8.7, 8.8.
12	Class: Most of Section 9.1 (and Appendix A.5) and the beginning of Section 9.2. Tutorial: Make Exercises 9.1, 9.2 and 9.5 (for which you need to read the first one and a half page of Section 9.2). Homework: Make Exercises 9.4 and A.2 (from the Appendix).
13	Class: Section 9.3. Tutorial: Make Exercises 9.6, 9.7. Homework: No exercises, but it could be useful to have a look at Appendix B of the updated lecture notes for a concise review of measure and probability theory. There are more (mostly minor) changes, which may have resulted in a different numbering.

OLD Programme