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. 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 FeaturesExtra detail that handholds the reader through proofsPractical perspectives accompanying academic conceptsHistorical context explaining how we arrived at modern treatment