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Pliska S.R. Introduction to Mathematical Finance: Discrete Time Models

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Pliska S.R. Introduction to Mathematical Finance: Discrete Time Models
Blackwell Publishing Limited, 1997. - 262 pages.
Pliska's book lays out the fundamentals of discrete time models in a clear and concise manner. The book is mostly self contained and well supported with examples that enhance understanding. I read it as a part of my introductory Phd finance course along with Theory of Financial Decision Making by Ingersoll and Foundations for Financial Economics Huang & Litzenberger (not direct competitors) and found Pliska's book to be the most understandable of the three.
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