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.
Publisher: John Wiley & Sons Inc Author(s): Jim Gatheral Number of pages: 208 Collection: Wiley Finance Publication date: 2006 Dimensions: 232 x 160 x 22 Cover type: Hardback.
| Publisher | John |
|---|---|
| Author(s) | Jim |
| Number of pages | 208 |
| Collection | Wiley |
| Publication date | 2006 |
| Dimensions | 232 x 160 x 22 |
| Cover type | Hardback |
John Wiley & Sons Inc The volatility surface. a practitioner's guide, hardback/jim gatheral
