The Volatility Surface: A Practitioner's Guide by Nassim Nicholas Taleb, Jim Gatheral
The Volatility Surface: A Practitioner's Guide

Nassim Nicholas Taleb, Jim Gatheral

The Volatility Surface: A Practitioner's Guide

Nassim Nicholas Taleb, Jim Gatheral

208 pages first pub 2006 (view editions)

challenging informative medium-paced
Powered by AI (Beta)
Loading...

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...

Read more

Community Reviews

Loading...

Content Warnings

Loading...