The book "Mathematics of Financial Markets" by Robert J. Elliott is aimed at readers with a solid mathematical background who wish to familiarize themselves with the rapidly evolving field of mathematical finance. It is particularly suitable for graduate-level mathematics students who have knowledge of measure theory and probability. The focus is on developing the mathematical concepts necessary for the theory and their application. Instead of addressing the multitude of novel financial instruments, the work concentrates on the fundamental options that are central to the current applications of martingale theory in financial markets. The first five chapters present the theory in a discrete time framework, with stochastic calculus not being required. The content is accessible to readers who are familiar with elementary probability theory and linear algebra. The book covers topics such as pricing through arbitrage and the pricing of options using martingale-like measures.