Some of the content of the course is based on material from the book Introduction to the Economics and Mathematics of Financial Markets by Jaksa Cvitanic and Fernando Zapatero.
The text is available for purchase at http://mitpress.mit.edu/9780262033206; for 30% off your order, please use the code MPOMM30.
It may be helpful to have the textbook, but it is not mandatory to buy it. The course can be completed without using the textbook.