Martingale Pricing

Martingale Pricing: A Concise Introduction to Financial Derivative Valuation is about pricing financial assets, specifically derivatives. This book is written as a concise, accessible alternative to denser, more comprehensive texts that may skip over some details and assume greater prior knowledge. This book is written for readers with at least an undergraduate-level mathematics background and an interest in finance. It would be ideal as a desk book for a recently qualified practicing quant or as a supplement to a postgraduate course on Asset Pricing or Derivatives.

Key Features Extra detail that handholds the reader through proofs Practical perspectives accompanying academic concepts Historical context explaining how we arrived at modern treatment