£64.40

This is the most expensive it has ever been. Walk away.

£64 today · previous high £64 · all-time low £64

World Scientific Publishing Company The :Numerical Solution Of The American Option Pricing Problem, Finite Difference And Transform Approaches

Amazon

Price History & Forecast

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

Last 16 days · 16 data points (no recent data)

Historical
Generating forecast…
£64.40 £64.36 £64.37 £64.38 £64.38 £64.39 £64.40 11 August 2026 14 August 2026 18 August 2026 22 August 2026 26 August 2026
View at Amazon ↗

Price data last checked 75 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 16 days • 1 price levels

Days at Price
16 days 0 4 8 12 16 £64 Days at Price

Price Analysis

Most common price: £64 (16 days, 100.0%)

Price range: £64 - £64

Price levels: 1 different prices over 16 days

Description

The early exercise opportunity of an American option makes it challenging to price and an array of approaches have been proposed in the vast literature on this topic. In The Numerical Solution of the American Option Pricing Problem, Carl Chiarella, Boda Kang and Gunter Meyer focus on two numerical approaches that have proved useful for finding all prices, hedge ratios and early exercise boundaries of an American option. One is a finite difference approach which is based on the numerical solution of the partial differential equations with the free boundary problem arising in American option pricing, including the method of lines, the component wise splitting and the finite difference with Psor. The other approach is the integral transform approach which includes Fourier or Fourier Cosine transforms. Written in a concise and systematic manner, Chiarella, Kang and Meyer explain and demonstrate the advantages and limitations of each of them based on their and their co-workers' experiences with these approaches over the years.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
10 October 2014
Listed Since
02 February 2013

Barcode

No barcode data available

Similar Products You Might Like

Computational Methods for Option Pricing: Series Number 30 (Frontiers in Applied Mathematics, Series Number 30)
97% match

Computational Methods for Option Pricing: Series Number 30 (Frontiers in Applied Mathematics, Series Number 30)

Society for Industrial and Applied Mathematics (SIAM)

£69.00 02 Oct 2026
97% match

Computing Financial Derivatives: A Finite-Difference Approach (Chapman & Hall/CRC Numerical Analysis and Scientific Computing Series)

Chapman and Hall/CRC

£66.50 18 Sep 2026
Nonlinear Option Pricing (Chapman and Hall/CRC Financial Mathematics Series)
97% match

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

Chapman and Hall/CRC

£45.99 09 Sep 2026
Wiley Finite Difference Methods in Financial Engineering Book
96% match

Wiley Finite Difference Methods in Financial Engineering Book

Wiley

£71.35 04 Nov 2026
Financial Derivative and Energy Market Valuation: Theory and Implementation in MATLAB
96% match

Financial Derivative and Energy Market Valuation: Theory and Implementation in MATLAB

Wiley

£92.85 11 Sep 2026
World Scientific Generalized Integral Transforms in Finance
96% match

World Scientific Generalized Integral Transforms in Finance

World Scientific Publishing Company

£96.14 28 Aug 2026
PDE and Martingale Methods in Option Pricing (Bocconi & Springer Series)
96% match

PDE and Martingale Methods in Option Pricing (Bocconi & Springer Series)

Springer

£87.89 20 Oct 2026
CRC Press Nonlinear Option Pricing - Financial Mathematics Book
96% match

CRC Press Nonlinear Option Pricing - Financial Mathematics Book

CRC Press

£157.03 25 Aug 2026
Intermediate Futures and Options: An Active Learning Approach
96% match

Intermediate Futures and Options: An Active Learning Approach

World Scientific Publishing Company

£66.59 24 Sep 2026
Wiley Pricing Financial Instruments: The Finite Difference Method
96% match

Wiley Pricing Financial Instruments: The Finite Difference Method

Wiley

£62.45 26 Sep 2026
Numerical Methods in Finance with C++ (Mastering Mathematical Finance)
96% match

Numerical Methods in Finance with C++ (Mastering Mathematical Finance)

Cambridge University Press

£62.00 02 Oct 2026
MATHEMATICAL MODELING AND METHODS OF OPTION PRICING
96% match

MATHEMATICAL MODELING AND METHODS OF OPTION PRICING

World Scientific Publishing Company

£66.35 09 Sep 2026
Financial Engineering: Derivatives and Risk Management
96% match

Financial Engineering: Derivatives and Risk Management

Wiley

£46.54 08 Sep 2026
Quantitative Methods in Derivative Pricing: An Introduction to Computational Finance
96% match

Quantitative Methods in Derivative Pricing: An Introduction to Computational Finance

Wiley

£31.01 28 Aug 2026
Wiley Financial Instrument Pricing Using C++ Guide
96% match

Wiley Financial Instrument Pricing Using C++ Guide

Wiley

£77.58 25 Aug 2026
CRC Press Analysis, Geometry, and Modeling in Finance Book
96% match

CRC Press Analysis, Geometry, and Modeling in Finance Book

CRC Press

£157.50 06 Nov 2026
Numerical Methods for Finance (Chapman & Hall/CRC Financial Mathematics)
96% match

Numerical Methods for Finance (Chapman & Hall/CRC Financial Mathematics)

CRC Press

£66.87 01 Oct 2026
Cambridge Financial Calculus - Derivative Pricing Textbook
96% match

Cambridge Financial Calculus - Derivative Pricing Textbook

Cambridge University Press

£62.47 09 Nov 2026
Wiley Implementing Derivative Models by Les Clewlow and Strickland
96% match

Wiley Implementing Derivative Models by Les Clewlow and Strickland

Wiley

£82.50 25 Aug 2026
Wiley Derivatives: Models on Models - Finance Series Book
96% match

Wiley Derivatives: Models on Models - Finance Series Book

Wiley

£63.89 04 Nov 2026
A First Course in Options Pricing Theory (Other Titles in Applied Mathematics)
96% match

A First Course in Options Pricing Theory (Other Titles in Applied Mathematics)

£54.36 28 Aug 2026
Computation and Simulation for Finance: An Introduction with Python (Springer Undergraduate Texts in Mathematics and Technology)
96% match

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

Springer

£46.51 28 Oct 2026
Computational Methods for Quantitative Finance: Finite Element Methods for Derivative Pricing (Springer Finance)
96% match

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

Springer

£58.50 07 Oct 2026
Derivative Securities and Difference Methods (Springer Finance)
96% match

Derivative Securities and Difference Methods (Springer Finance)

Springer

£106.65 23 Sep 2026