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ISBN: 9780471792512 - The Volatility Surface The Volatility Surface
Jim Gatheral

ISBN10: 0471792519  ISBN13: 9780471792512
Publisher: John Wiley and Sons Ltd John Wiley & Sons Ltd
Edition: illustrated edition
Format: Hardback
Publication date: 05 Sep 2006
Written by a practitioner for practitioners, The Volatility Surface examines why options are priced as they are and - starting from a powerful representation of implied volatility in terms of a weighted average of realized volatilities ... More

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ISBN: 9780470068250 - Volatility Surface Volatility Surface
Gatheral, Jim

ISBN10: 9780470068250  ISBN13: 9780470068250
Publisher: John Wiley & Sons Wiley
Format: Electronic Book
Praise for The Volatility Surface"e;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... More