The volatility surface : a practitioner's guide / Jim Gatheral ; foreword by Nassim Nicholas Taleb.
Praise for The Volatility Surface"I'm thrilled by the appearance of Jim Gatheral's new book TheVolatility Surface. The literature on stochastic volatility isvast, but difficult to penetrate and use. Gatheral's book, bycontrast, is accessible and practical. It successfully charts...
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| Online Access: |
Full Text (via Wiley) |
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| Main Author: | |
| Format: | eBook |
| Language: | English |
| Published: |
Hoboken, N.J. :
John Wiley & Sons,
©2006.
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| Series: | Wiley finance series.
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| Subjects: |
Internet
Full Text (via Wiley)Online
| Call Number: |
HG6024.A3 G38 2006eb
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| HG6024.A3 G38 2006eb | Available |