Martingales and Markets: Risk-Neutral Frameworks in Action
Martingales and Markets: Risk-Neutral Frameworks in Action: Building Robust Derivative Pricing Models with Martingale Theory by Hayden Van Der Post, Danny Munrow
English | June 9, 2025 | ISBN: N/A | ASIN: B0FCM545M4 | 728 pages | EPUB | 0.72 Mb
English | June 9, 2025 | ISBN: N/A | ASIN: B0FCM545M4 | 728 pages | EPUB | 0.72 Mb
Reactive Publishing
Martingales and Markets: Risk-Neutral Frameworks in Action offers a cutting-edge, no-fluff guide to mastering the mathematical foundation of modern derivative pricing. Written for quants, traders, and financial engineers, this book dives deep into the core principles of martingale theory and its vital role in risk-neutral valuation. Hayden Van Der Post presents a rigorous yet practical roadmap for constructing robust pricing models that withstand market volatility and uncertainty. From the conceptual underpinnings to real-world applications, this work bridges theory and implementation—empowering you to think like a quant and model like a pro.
Whether you're navigating stochastic processes, exploring change-of-measure techniques, or engineering exotic options pricing, Martingales and Markets is your definitive guide to understanding the mechanics behind market consistency and arbitrage-free pricing.