You can use this page to email Yan Zeng about SQF1: Fundamental Theorems of Asset Pricing in a Nutshell.
About the Book
This is the 1st episode of the Summaries in Quantitative Finance series. It serves as a self-contained, accessible reading on the fundamental theorems of asset pricing: the market has no arbitrage if and only if there exists an equivalent martingale measure; the market is complete if and only if the equivalent martingale measure is unique.