The Volatility Surface

Jim Gatheral

John Wiley & Sons Inc, 2006

74,25 €On orderDelivery: 2-3 weeks

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.

ISBN-13
9780471792512
ISBN-10
0471792519
Publisher
John Wiley & Sons Inc
Year
2006
Publication date
2006-09-05
Pages
208
Dimensions
232x160x22
Weight
428