The Volatility Surface: A Practitioner's Guide

by Nassim Nicholas Taleb, Jim Gatheral, Gatheral

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...

• Format: Hardcover
• Language: English
• ISBN: 0471792519
• ISBN13: 9780471792512
• Release Date: August 2006
• Publisher: Wiley
• Length: 208 Pages
• Weight: 0.84 lbs.
• Dimensions: 0.9" x 5.9" x 9.1"