Martingale Pricing - A Concise Introduction to Financial Derivative Valuation

Martingale Pricing: A Concise Introduction to Financial Derivative Valuation is about pricing financial assets, specifically derivatives. The book is written as a concise, accessible alternative to denser, more comprehensive texts that may skip over some details and assume greater prior knowledge. The book is written for readers with at least 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. FeaturesExtra detail that handholds the reader through proofsPractical perspectives accompanying academic conceptsHistorical context explaining how we arrived at modern treatment