The title basically says it all. I am looking for a reference text on the pricing of options in a binomial multi-period model. It should be mathemathically rigorous using martingales and conditional expectations yet be self-contained as much as possible.
If you can get your hands on a physical copy of by Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Springer Finance) by S. Shreve, I strongly encourage it.
If you can't, here is an electronic document which adresses exactly the same issues in the first chapters (and a little bit more in the following).