The Volatility Surface: A Practitioner's Guide

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The Volatility Surface: A Practitioner's Guide - Gatheral, Jim, and Taleb, Nassim Nicholas, PH.D., MBA (Foreword by)

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. It successfully charts a middle ground between specific examples and general models- ... Read More

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