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 Institute of Mathematical Sciences, New York University. 'Concise yet ...
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Binding: Hardcover
Publisher: John Wiley & Sons Inc
Date Published: 2006-09-11
ISBN-13:9780471792512ISBN:0471792519
Description: NEW. Hardcover. From an inventory that is 100% brand-new, 100% direct from the publishers' distribution channel. We carry NO pre-owned, NO remaindered. We pack in CARDBOARD to ensure the pristine quality is maintained. (Bubble-wrap alone is NOT sufficient to protect from USPS equipment. ) Guaranteed brand-NEW, protected with CARDBOARD, your satisfaction is guaranteed. BKLUVID: 9780471792512. read more
Binding: Hardback
Publisher: John Wiley & Sons Inc
Date Published: 2006
ISBN-13:9780471792512ISBN:0471792519
Description: 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... read more
Binding: Hardback
Publisher: John Wiley and Sons Ltd
Date Published: 2006
ISBN-13:9780471792512ISBN:0471792519
Description: New. Presents an account of the peculiarities of the implied volatility surface, its consequences for pricing and hedging, and the theories that struggle to explain it. read more
Description: Please note that deliveries to addresses in the UK and Europe will be in 4-14 business days. Other countries should refer to Alibris standard times. 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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