A must-have for students and professionals in quantitative finance and financial mathematics. Stanley R. Pliska’s Introduction to Mathematical Finance provides a rigorous foundation in discrete-time models for pricing financial derivatives, portfolio optimization, and asset pricing theory. Key topics include: Arbitrage theory and pricing in discrete-time markets Optimal investment strategies Risk-neutral valuation Martingales and utility theory Perfect for advanced undergraduates, graduate students, or anyone preparing for a career in financial engineering, investment banking, or academic research. This book is widely used in university courses and respected by finance professionals for its clarity and thoroughness.