£115.83

About as cheap as it gets — within 5% of the all-time low it hit 2 months ago.

£116 today · all-time low £116 (Aug 2026) · usually the usual

Birkhauser Optimal Stopping and Free-Boundary Problems (Lectures in Mathematics. ETH Zürich)

View at Amazon

Price History & Forecast

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

Last 32 days · 32 data points (no recent data)

Historical
Generating forecast…
£117.02 £115.70 £115.99 £116.28 £116.56 £116.85 £117.14 25 July 2026 01 August 2026 09 August 2026 17 August 2026 25 August 2026
View at Amazon ↗

Price data last checked 59 day(s) ago - refreshing...

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 Distribution

Price distribution over 32 days • 2 price levels

Days at Price
Current Price
10 days · current 22 days 0 6 11 17 22 £116 £117 Days at Price

Price Analysis

Most common price: £117 (22 days, 68.8%)

Price range: £116 - £117

Price levels: 2 different prices over 32 days

Description

The book aims at disclosing a fascinating connection between optimal stoppingproblems in probability and free-boundary problems in analysis using minimal toolsand focusing on key examples. The general theory of optimal stopping is exposed at thelevel of basic principles in both discrete and continuous time covering martingale andMarkovian methods. Methods of solution explained range from classic ones (such aschange of time, change of space, change of measure) to more recent ones (such as localtime-space calculus and nonlinear integral equations). A detailed chapter on stochasticprocesses is included making the material more accessible to a wider cross-disciplinaryaudience. The book may be viewed as an ideal compendium for an interested readerwho wishes to master stochastic calculus via fundamental examples.Areas of application where examples are worked out in full detail include financialmathematics (American, Russian, Asian options), financial engineering (optimalprediction of the ultimate maximum), mathematical statistics (sequential testing,quickest detection), and stochastic analysis (fundamental inequalities).Large portions of the text were not exposed in abook format before. The book also suggests anumber of new avenues for research.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
16 August 2006
Listed Since
18 December 2006

Barcode

No barcode data available

Similar Products You Might Like

Stochastic Analysis: 3 (Monographs in Mathematical Economics, 3)
98% match

Stochastic Analysis: 3 (Monographs in Mathematical Economics, 3)

Springer

£65.40 01 Oct 2026
Statistics of Random Processes II: Applications: 6 (Stochastic Modelling and Applied Probability, 6)
98% match

Statistics of Random Processes II: Applications: 6 (Stochastic Modelling and Applied Probability, 6)

Springer

£100.11 01 Oct 2026
Continuous Stochastic Calculus with Applications to Finance: 17 (Applied Mathematics)
97% match

Continuous Stochastic Calculus with Applications to Finance: 17 (Applied Mathematics)

Chapman and Hall/CRC

£131.83 19 Sep 2026
Martingale Methods in Statistics: 1 (Chapman & Hall/CRC Monographs on Statistics and Applied Probability)
97% match

Martingale Methods in Statistics: 1 (Chapman & Hall/CRC Monographs on Statistics and Applied Probability)

Chapman and Hall/CRC

£58.50 12 Sep 2026
Stochastic Analysis and Diffusion Processes (Oxford Graduate Texts in Mathematics): 24
97% match

Stochastic Analysis and Diffusion Processes (Oxford Graduate Texts in Mathematics): 24

Oxford University Press

£65.53 23 Sep 2026
Optional Processes: Theory and Applications (Chapman and Hall/CRC Financial Mathematics Series)
97% match

Optional Processes: Theory and Applications (Chapman and Hall/CRC Financial Mathematics Series)

CRC Press

£104.82 12 Sep 2026
Probability and Random Processes with One Thousand Exercises in Probability
97% match

Probability and Random Processes with One Thousand Exercises in Probability

Oxford University Press

£83.88 04 Sep 2026
Continuous Stochastic Calculus with Applications to Finance
97% match

Continuous Stochastic Calculus with Applications to Finance

CRC Press

£62.85 30 Sep 2026
Mathematical Finance: Core Theory, Problems and Statistical Algorithms (Routledge Advanced Texts in Economics and Finance)
97% match

Mathematical Finance: Core Theory, Problems and Statistical Algorithms (Routledge Advanced Texts in Economics and Finance)

Routledge

£62.60 25 Sep 2026
Springer Stochastic Methods Handbook - Science & Maths Book
97% match

Springer Stochastic Methods Handbook - Science & Maths Book

Springer

£62.57 21 Aug 2026
Springer Stochastic Calculus - Theory and Exercises Textbook
97% match

Springer Stochastic Calculus - Theory and Exercises Textbook

Springer

£66.67 19 Sep 2026
Options Pricing and Portfolio Optimization: Modern Methods of Financial Mathematics (Graduate Studies in Mathematics)
97% match

Options Pricing and Portfolio Optimization: Modern Methods of Financial Mathematics (Graduate Studies in Mathematics)

Brand: Amer Mathematical Society

£47.50 08 Sep 2026
An Introduction to Stochastic Modeling
97% match

An Introduction to Stochastic Modeling

Elsevier

£40.15 02 Sep 2026
Imperial College Press - Stochastic Calculus With Applications
97% match

Imperial College Press - Stochastic Calculus With Applications

Imperial College Press

£40.38 22 Aug 2026
STOCHASTIC PROCESSES, FINANCE AND CONTROL: A FESTSCHRIFT IN HONOR OF ROBERT J ELLIOTT: 1 (ADVANCES IN STATISTICS, PROBABILITY AND ACTUARIAL SCIENCE)
97% match

STOCHASTIC PROCESSES, FINANCE AND CONTROL: A FESTSCHRIFT IN HONOR OF ROBERT J ELLIOTT: 1 (ADVANCES IN STATISTICS, PROBABILITY AND ACTUARIAL SCIENCE)

World Scientific Publishing Company

£81.02 19 Sep 2026
A First Course in Stochastic Calculus - Louis-Pierre Arguin
97% match

A First Course in Stochastic Calculus - Louis-Pierre Arguin

£60.78 02 Sep 2026
Stochastic Calculus for Fractional Brownian Motion and Applications (Probability and Its Applications)
97% match

Stochastic Calculus for Fractional Brownian Motion and Applications (Probability and Its Applications)

Springer

£92.22 04 Sep 2026
Set-Indexed Martingales: Chapman & Hall Monograph 85
97% match

Set-Indexed Martingales: Chapman & Hall Monograph 85

Routledge

£125.00 26 Sep 2026
Stochastic Calculus for Quantitative Finance: Stochastic Calculus for Finance
97% match

Stochastic Calculus for Quantitative Finance: Stochastic Calculus for Finance

Elsevier

£62.50 12 Sep 2026
Essentials of Stochastic Processes (Springer Texts in Statistics)
97% match

Essentials of Stochastic Processes (Springer Texts in Statistics)

Springer

£73.11 26 Sep 2026