The volatility surface : a practitioner's guide /
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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| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Hoboken, N.J. :
John Wiley & Sons,
?2006.
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| Series: | Wiley finance series.
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| Subjects: | |
| Online Access: | Full text (Wentworth users only) |