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Volatility Surface

The Volatility Surface: A Practitioner's Guide

Author : Gatheral, Jim

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
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  • Author:
  • Gatheral, Jim
  • ISBN:
  • 0471792519
  • isbn-13
  • 9780471792512
  • Publisher:
  • John Wiley and Sons Ltd
  • Cover:
  • Hardback
  • Pub. Year:
  • 05-09-2006
  • SKU
  • 9780471792512
  • Number of Units
  • No
  • Pages:
  • 208