In Setup > Users & Permissions > Profiles, we have created a new Profile which does not allow Creating, Editing or Deleting Price Books, and also it does not allow Creating, Editing or Deleteing Products. But still the user is able to change the prices of each Product within the Price Book.
This doesn't make sense to us - when we say we don't want the user to Edit a Price Book, we mean we don't want him to edit any of the prices within. The reason seems pretty straightforward: we don't want to apply incorrect prices to products. How to do this?