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The Volatility Surface: A Practitioner's Guide

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The Volatility Surface: A Practitioner's Guide

by Jim Gatheral, Nassim Nicholas Taleb, PH.D., MBA (Foreword by)

About this title: 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--achieving remarkable clarity without giving up sophistication, depth, or breadth." --Robert V. Kohn, Professor of Mathematics and Chair, Mathematical Finance Committee, Courant ... read more

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