Praise for The Volatility Surface"I'm thrilled by the appearance of Jim Gatheral's new book The Volatility Surface. The literature on stochastic volatility is vast, but difficult to penetrate and use. Gatheral's book, by contrast, is accessible and practical. It successfully charts a middle ground between specific examples and general models--achieving remarkable cla More »
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Average Review : 5.0 of 5.0, produced from 1 customer reviews.
Average Review : of 5.0, produced from customer reviews.
| Product Specification | |
|---|---|
| Available | Yes |
| Author | Jim Gatheral |
| Binding | Hardcover |
| Creator | Nassim Nicholas Taleb |
| EAN | 9780471792512 |
| Edition | 1 |
| ISBN | 0471792519 |
| IsEligibleForTradeIn | 1 |
| Label | Wiley |
| Manufacturer | Wiley |
| NumberOfItems | 1 |
| NumberOfPages | 208 |
| PackageQuantity | 1 |
| ProductGroup | Book |
| ProductTypeName | ABIS_BOOK |
| PublicationDate | 2006-08-28 |
| Publisher | Wiley |
| Studio | Wiley |
| Title | The Volatility Surface: A Practitioner's Guide |
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