Contents: Introduction: Option Pricing and Hedging in the Presence of Transaction Costs and Nonlinear Partial Differential Equations; Utility indifference pricing with market incompleteness; Pricing options in illiquid markets: symmetry reductions and exact solutions; Distributional solutions to an integro-differential parabolic problem arising on Financial Mathematics; A semidiscretisation method for solving nonlinear Black-Scholes equations: numerical analysis and computing; Transformation methods for evaluating approximations to the optimal exercise boundary for a linear and nonlinear Black-Scholes equation; Global in space numerical computation for the nonlinear Black-Scholes equation; Fixed domain transformations and Split-Step Finite Difference schemes for Nonlinear Black-Scholes equations for American Options; Pricing Hydroelectric Power Plants with/without Operational Restrictions: a Stochastic Control Approach; Numerical solutions of certain nonlinear models in European options on a distributed computing environment; Calibration problems in option pricing; A semi-discretisation method for solving nonlinear Black-Scholes equations: numerical analysis and computing.