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Hardcover The Volatility Surface: A Practitioner's Guide Book
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ISBN: 0471792519

ISBN13: 9780471792512

The Volatility Surface: A Practitioner's Guide

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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...

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Format: Hardcover

Condition: Good

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