£95.48

Cambridge University Press Derivatives in Financial Markets with Stochastic Volatility

Price data last checked 11 day(s) ago - will refresh soon

View at Amazon

We'll watch every seller, every day. One email when your price arrives.

This is the usual price. Wait for it to drop, or tell us your number.

£95 today · usual range £91–£96 · best ever £91

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey
↓ Forecast
where the price is heading next
↓ Statistics
all-time high & low, recent range
↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 80 days · 80 data points (no recent data)

Historical
Generating forecast…
£96.02 £90.11 £91.40 £92.69 £93.98 £95.27 £96.56 27 June 2026 16 July 2026 05 August 2026 25 August 2026 14 September 2026

Price Distribution

Price distribution over 80 days • 5 price levels

Days at Price
Current Price
2 days 3 days 15 days 51 days · current 9 days 0 13 26 38 51 £91 £92 £94 £95 £96 Days at Price

Price Analysis

Most common price: £95 (51 days, 63.7%)

Price range: £91 - £96

Price levels: 5 different prices over 80 days

Description

This book, first published in 2000, addresses problems in financial mathematics of pricing and hedging derivative securities in an environment of uncertain and changing market volatility. These problems are important to investors from large trading institutions to pension funds. It presents mathematical and statistical tools that exploit the bursty nature of market volatility. The mathematics is introduced through examples and illustrated with simulations and the modeling approach that is described is validated and tested on market data. The material is suitable for a one semester course for graduate students who have had exposure to methods of stochastic modeling and arbitrage pricing theory in finance. It is easily accessible to derivatives practitioners in the financial engineering industry.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
14 September 2000
Listed Since
02 January 2007

Barcode

No barcode data available

Similar Products You Might Like

Stochastic Finance: An Introduction with Examples
87% match

Stochastic Finance: An Introduction with Examples

Cambridge University Press

£34.99 29 Jul 2026
Derivatives
87% match

Derivatives

Cambridge University Press

£15.20 10 Aug 2026
Handbooks in Mathematical Finance: Option Pricing, Interest Rates and Risk Management
86% match

Handbooks in Mathematical Finance: Option Pricing, Interest Rates and Risk Management

Cambridge University Press

£81.15 17 Aug 2026
Stochastic Interest Rates (Mastering Mathematical Finance)
85% match

Stochastic Interest Rates (Mastering Mathematical Finance)

Cambridge University Press

£40.00 14 Sep 2026
Stochastic Volatility in Financial Markets: Crossing the Bridge to Continuous Time: 3 (Dynamic Modeling and Econometrics in Economics and Finance, 3)
85% match

Stochastic Volatility in Financial Markets: Crossing the Bridge to Continuous Time: 3 (Dynamic Modeling and Econometrics in Economics and Finance, 3)

Springer

£76.42 18 Aug 2026
Derivative Securities and Difference Methods (Springer Finance)
84% match

Derivative Securities and Difference Methods (Springer Finance)

Springer

Price unavailable
Derivatives: Mathematical Foundations for Finance Students
84% match

Derivatives: Mathematical Foundations for Finance Students

Routledge

£59.99 29 Jul 2026
Derivative Securities and Difference Methods (Springer Finance)
83% match

Derivative Securities and Difference Methods (Springer Finance)

Springer

£99.50 06 Aug 2026
Financial Products: An Introduction Using Mathematics and Excel
83% match

Financial Products: An Introduction Using Mathematics and Excel

Cambridge University Press

£39.04 30 Jul 2026
An Intuitive Introduction to Finance and Derivatives: Concepts, Terminology and Models (Springer Texts in Business and Economics)
82% match

An Intuitive Introduction to Finance and Derivatives: Concepts, Terminology and Models (Springer Texts in Business and Economics)

Springer

£52.80 03 Aug 2026
Valuation and Risk Management in Energy Markets
82% match

Valuation and Risk Management in Energy Markets

Cambridge University Press

£38.14 29 Jul 2026
The Economics of Derivatives
82% match

The Economics of Derivatives

Cambridge University Press

£16.20 17 Aug 2026
Stochastic Optimization in Continuous Time
82% match

Stochastic Optimization in Continuous Time

Cambridge University Press

£44.00 17 Sep 2026
Financial Market Analytics
82% match

Financial Market Analytics

Bloomsbury

£64.50 13 Aug 2026
Market-valuation Methods in Life and Pension Insurance (International Series on Actuarial Science)
82% match

Market-valuation Methods in Life and Pension Insurance (International Series on Actuarial Science)

Cambridge University Press

£93.74 08 Aug 2026
The Art of Quantitative Finance Vol.2: Volatilities, Stochastic Analysis and Valuation Tools (Springer Texts in Business and Economics)
82% match

The Art of Quantitative Finance Vol.2: Volatilities, Stochastic Analysis and Valuation Tools (Springer Texts in Business and Economics)

Springer

£119.99 07 Aug 2026
Mathematics Of Computational Finance
82% match

Mathematics Of Computational Finance

World Scientific Publishing Company

£96.47 12 Aug 2026
Introduction to Quantitative Methods for Financial Markets (Compact Textbooks in Mathematics)
81% match

Introduction to Quantitative Methods for Financial Markets (Compact Textbooks in Mathematics)

Birkhauser

£52.30 17 Aug 2026
Introduction to the Mathematics of Finance: Arbitrage and Option Pricing (Undergraduate Texts in Mathematics)
81% match

Introduction to the Mathematics of Finance: Arbitrage and Option Pricing (Undergraduate Texts in Mathematics)

Springer

£39.01 08 Aug 2026
Stochastic Dynamics, Filtering and Optimization
81% match

Stochastic Dynamics, Filtering and Optimization

Cambridge University Press

£21.50 29 Jul 2026
Volatility as an Asset Class: Obvious Benefits and Hidden Risks: 4 (Polish Studies in Economics)
81% match

Volatility as an Asset Class: Obvious Benefits and Hidden Risks: 4 (Polish Studies in Economics)

Peter Lang Gmbh, Internationaler Verlag Der Wissenschaften

£40.74 14 Sep 2026
Derivatives and Internal Models (Finance and Capital Markets Series)
81% match

Derivatives and Internal Models (Finance and Capital Markets Series)

MACMILLAN

£78.84 14 Aug 2026
Principles of Financial Economics
81% match

Principles of Financial Economics

Cambridge University Press

£41.80 08 Aug 2026
Statistical Analysis of Stochastic Processes in Time: 14 (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 14)
81% match

Statistical Analysis of Stochastic Processes in Time: 14 (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 14)

Cambridge University Press

£87.40 29 Aug 2026