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Martingale Pricing: A Concise Introduction to Financial Derivative Valuation
Hardcover
Series: Chapman and Hall/CRC Financial Mathematics
Investing & FinanceGeneral Mathematics
ISBN13: 9781041368373
Publisher: CRC Press
Published: Dec 9 2026
Pages: 1008
Language: English
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.
Features
- Extra detail that handholds the reader through proofs
- Practical perspectives accompanying academic concepts
- Historical context explaining how we arrived at modern treatment
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