Volatility surface, the: a practitioner's guide
Auteur :
Gatheral, Jim
Éditeur :
John Wiley & Sons Inc
ISBN :
9780471792512
Date de publication :
5 sept. 2006
Dimensions :
23,0 x 15,0 x 2,2 cm
Poids :
386 g
Langue :
Anglais
Pays d'origine :
USA
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.