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208 pages • first pub 2006 (editions)
ISBN/UID: 9780471792512
Format: Hardcover
Language: English
Publisher: Wiley
Publication date: 01 September 2006
Description
"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 char...
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208 pages • first pub 2006 (editions)
ISBN/UID: 9780471792512
Format: Hardcover
Language: English
Publisher: Wiley
Publication date: 01 September 2006
Description
"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 char...
Community Reviews
Content Warnings