£66.35

About as cheap as it gets — within 5% of the all-time low it hit 1 month ago.

£66 today · all-time low £65 (Aug 2026) · usually the usual

World Scientific Publishing Company MATHEMATICAL MODELING AND METHODS OF OPTION PRICING

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Last 47 days · 47 data points (no recent data)

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£66.57 £65.05 £65.38 £65.71 £66.05 £66.38 £66.71 25 July 2026 05 August 2026 17 August 2026 28 August 2026 09 September 2026
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9 days 38 days · current 0 10 19 29 38 £65 £66 Days at Price

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Most common price: £66 (38 days, 80.9%)

Price range: £65 - £66

Price levels: 2 different prices over 47 days

Description

From the unique perspective of partial differential equations (PDE), this self-contained book presents a systematic, advanced introduction to the Black-Scholes-Merton's option pricing theory.A unified approach is used to model various types of option pricing as PDE problems, to derive pricing formulas as their solutions, and to design efficient algorithms from the numerical calculation of PDEs. In particular, the qualitative and quantitative analysis of American option pricing is treated based on free boundary problems, and the implied volatility as an inverse problem is solved in the optimal control framework of parabolic equations.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
20 July 2005
Listed Since
05 February 2007

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