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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Bibliographic Details
Main Author: Gatheral, Jim, 1957-
Format: eBook
Language:English
Published: Hoboken, N.J. : John Wiley & Sons, ©2006.
Series:Wiley finance series.
Subjects:
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Call Number: HG6024.A3 G38 2006eb
 
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HG6024.A3 G38 2006eb Available