# Risk Neutral Pricing and the Drift

For risk neutral pricing, why do we want to compute expectation of a martingale? why is this so important? Why do we dislike the drift so much?

• Simply because it's easier. It doesn't get easier than computing the expectation of a martingale: $$\mathbb{E}\left[M(t) \right] = M(0)$$ :) – byouness Dec 31 '19 at 11:02