The volatility surface. a practitioner's guide, hardback/jim gatheral

The volatility surface. a practitioner's guide, hardback/jim gatheral

Praise for The Volatility Surface Im 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.

Gatherals book, by contrast, is accessible and practical.

Publisher: John Wiley & Sons Inc Author(s): Jim Gatheral Number of pages: 208 Collection: Wiley Finance Publication date: 2006 Dimensions: 232 x 160 x 22 Cover type: Hardback.

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