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208 pages • first pub 2006 (view editions)
ISBN/UID: 9780471792512
Format: Hardcover
Language: English
Publisher: Wiley
Edition Pub Date: Not specified
Description
"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. It successfully char...
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208 pages • first pub 2006 (view editions)
ISBN/UID: 9780471792512
Format: Hardcover
Language: English
Publisher: Wiley
Edition Pub Date: Not specified
Description
"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. It successfully char...