The Volatility Surface: A Practitioner's Guide
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Originally published | 2006 |
Authors | Jim Gatheral |
Reviews | www.abebooks.com |
Published | 2006 |
Media actions | www.worldcat.org |
Get book actions | www.worldcat.org |
Date of Reg. | |
Date of Upd. | |
ID | 2180155 |
About The Volatility Surface: A Practitioner's Guide
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. ...