£38.10

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

£38 today · all-time low £38 (Sep 2026) · usually £38

World Scientific Publishing Company PRICING DERIVATIVE SECURITIES (2ND EDITION): Second Edition

View at Amazon

Price History & Forecast

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

Last 74 days · 74 data points (no recent data)

Historical
Generating forecast…
£41.03 £37.39 £38.18 £38.98 £39.77 £40.57 £41.36 26 July 2026 13 August 2026 31 August 2026 18 September 2026 07 October 2026
View at Amazon ↗

Price data last checked 17 day(s) ago - will refresh soon

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 74 days • 2 price levels

Days at Price
Current Price
18 days · current 56 days 0 14 28 42 56 £38 £41 Days at Price

Price Analysis

Most common price: £41 (56 days, 75.7%)

Price range: £38 - £41

Price levels: 2 different prices over 74 days

Description

This book presents techniques for valuing derivative securities at a level suitable for practitioners, students in doctoral programs in economics and finance, and those in masters-level programs in financial mathematics and computational finance. It provides the necessary mathematical tools from analysis, probability theory, the theory of stochastic processes, and stochastic calculus, making extensive use of examples. It also covers pricing theory, with emphasis on martingale methods. The chapters are organized around the assumptions made about the dynamics of underlying price processes. Readers begin with simple, discrete-time models that require little mathematical sophistication, proceed to the basic Black-Scholes theory, and then advance to continuous-time models with multiple risk sources. The second edition takes account of the major developments in the field since 2000. New topics include the use of simulation to price American-style derivatives, a new one-step approach to pricing options by inverting characteristic functions, and models that allow jumps in volatility and Markov-driven changes in regime. The new chapter on interest-rate derivatives includes extensive coverage of the LIBOR market model and an introduction to the modeling of credit risk. As a supplement to the text, the book contains an accompanying CD-ROM with user-friendly FORTRAN, C++, and VBA program components.

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
13 June 2007
Listed Since
08 August 2008

Barcode

No barcode data available

Similar Products You Might Like

Financial Mathematics, Derivatives and Structured Products - Springer Finance
98% match

Financial Mathematics, Derivatives and Structured Products - Springer Finance

Springer

£55.90 09 Oct 2026
Foundations of the Pricing of Financial Derivatives: Theory and Analysis (Frank J. Fabozzi Series)
98% match

Foundations of the Pricing of Financial Derivatives: Theory and Analysis (Frank J. Fabozzi Series)

Wiley

£49.61 29 Aug 2026
Wiley Problems and Solutions in Mathematical Finance Vol 2
98% match

Wiley Problems and Solutions in Mathematical Finance Vol 2

Wiley

£59.85 26 Aug 2026
Introduction to Stochastic Calculus Applied to Finance (Chapman and Hall/CRC Financial Mathematics Series)
98% match

Introduction to Stochastic Calculus Applied to Finance (Chapman and Hall/CRC Financial Mathematics Series)

CRC Press

£49.93 28 Aug 2026
American-Style Derivatives: Valuation and Computation (Chapman and Hall/CRC Financial Mathematics Series)
98% match

American-Style Derivatives: Valuation and Computation (Chapman and Hall/CRC Financial Mathematics Series)

CRC Press

£63.17 19 Sep 2026
American-Style Derivatives: Valuation and Computation (Chapman and Hall/CRC Financial Mathematics Series)
98% match

American-Style Derivatives: Valuation and Computation (Chapman and Hall/CRC Financial Mathematics Series)

CRC Press

£118.75 14 Oct 2026
Springer Mathematical Finance Theory Review and Exercises
98% match

Springer Mathematical Finance Theory Review and Exercises

Springer

£47.12 15 Aug 2026
A Factor Model Approach to Derivative Pricing
98% match

A Factor Model Approach to Derivative Pricing

CRC Press

£183.52 03 Sep 2026
An Introduction to Exotic Option Pricing (Chapman & Hall/CRC Financial Mathematics)
98% match

An Introduction to Exotic Option Pricing (Chapman & Hall/CRC Financial Mathematics)

CRC Press

£182.82 20 Aug 2026
Computational Methods for Quantitative Finance: Finite Element Methods for Derivative Pricing (Springer Finance)
98% match

Computational Methods for Quantitative Finance: Finite Element Methods for Derivative Pricing (Springer Finance)

Springer

£58.50 07 Oct 2026
Financial Mathematics: A Comprehensive Treatment in Discrete Time (Chapman and Hall/CRC Financial Mathematics Series)
98% match

Financial Mathematics: A Comprehensive Treatment in Discrete Time (Chapman and Hall/CRC Financial Mathematics Series)

CRC Press

£95.72 25 Sep 2026
The Mathematics of Finance: Modeling and Hedging (Pure and Applied Undergraduate Texts)
98% match

The Mathematics of Finance: Modeling and Hedging (Pure and Applied Undergraduate Texts)

£30.33 22 Sep 2026
Introduction to Stochastic Finance with Market Examples (Chapman and Hall/CRC Financial Mathematics Series)
98% match

Introduction to Stochastic Finance with Market Examples (Chapman and Hall/CRC Financial Mathematics Series)

CRC Press

£105.00 20 Aug 2026
Option Theory with Stochastic Analysis: An Introduction to Mathematical Finance (Universitext)
98% match

Option Theory with Stochastic Analysis: An Introduction to Mathematical Finance (Universitext)

Springer

£29.12 11 Sep 2026
Computation and Simulation for Finance: An Introduction with Python (Springer Undergraduate Texts in Mathematics and Technology)
98% match

Computation and Simulation for Finance: An Introduction with Python (Springer Undergraduate Texts in Mathematics and Technology)

Springer

£46.51 11 Aug 2026
Derivatives and Internal Models: Modern Risk Management (Finance and Capital Markets Series)
98% match

Derivatives and Internal Models: Modern Risk Management (Finance and Capital Markets Series)

MACMILLAN

£61.09 29 Aug 2026
Pearson John Hull Options, Futures, and Other Derivatives 11th Ed
98% match

Pearson John Hull Options, Futures, and Other Derivatives 11th Ed

PEARSON EDUCATION

£53.90 18 Aug 2026
Financial Derivatives: Pricing, Applications, and Mathematics
98% match

Financial Derivatives: Pricing, Applications, and Mathematics

Cambridge University Press

£91.83 10 Oct 2026
Wiley Levy Processes in Finance: Pricing Financial Derivatives
98% match

Wiley Levy Processes in Finance: Pricing Financial Derivatives

Wiley

£93.72 18 Aug 2026
An Introduction to Financial Mathematics: Option Valuation (Chapman and Hall/CRC Financial Mathematics Series)
98% match

An Introduction to Financial Mathematics: Option Valuation (Chapman and Hall/CRC Financial Mathematics Series)

Chapman and Hall/CRC

£46.31 23 Sep 2026
Academic Press Advanced Derivatives Pricing and Risk Management
98% match

Academic Press Advanced Derivatives Pricing and Risk Management

Elsevier

£469.79 11 Oct 2026
Nonlinear Option Pricing (Chapman and Hall/CRC Financial Mathematics Series)
98% match

Nonlinear Option Pricing (Chapman and Hall/CRC Financial Mathematics Series)

CRC Press

£157.03 25 Aug 2026
Wiley Paul Wilmott on Quantitative Finance 2nd Edition
98% match

Wiley Paul Wilmott on Quantitative Finance 2nd Edition

Wiley

£160.98 21 Oct 2026
FINANCIAL DERIVATIVES PRICING: SELECTED WORKS OF ROBERT JARROW
98% match

FINANCIAL DERIVATIVES PRICING: SELECTED WORKS OF ROBERT JARROW

World Scientific Publishing Company

£98.00 24 Sep 2026