Description: Further DetailsTitle: The Volatility SurfaceCondition: NewEAN: 9780471792512ISBN: 9780471792512Publisher: John Wiley & Sons IncFormat: HardbackRelease Date: 09/05/2006Item Height: 229mmItem Length: 152mmItem Width: 13mmItem Weight: 383gLanguage: EnglishDescription: 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 comprehensive, equally attentive to both theory and phenomena, this book provides an unsurpassed account of the peculiarities of the implied volatility surface, its consequences for pricing and hedging, and the theories that struggle to explain it." --Emanuel Derman, author of My Life as a Quant "Jim Gatheral is the wiliest practitioner in the business. This very fine book is an outgrowth of the lecture notes prepared for one of the most popular classes at NYU's esteemed Courant Institute. The topics covered are at the forefront of research in mathematical finance and the author's treatment of them is simply the best available in this form." --Peter Carr, PhD, head of Quantitative Financial Research, Bloomberg LP Director of the Masters Program in Mathematical Finance, New York University "Jim Gatheral is an acknowledged master of advanced modeling for derivatives. In The Volatility Surface he reveals the secrets of dealing with the most important but most elusive of financial quantities, volatility." --Paul Wilmott, author and mathematician "As a teacher in the field of mathematical finance, I welcome Jim Gatheral's book as a significant development. Written by a Wall Street practitioner with extensive market and teaching experience, The Volatility Surface gives students access to a level of knowledge on derivatives which was not previously available. I strongly recommend it." --Marco Avellaneda, Director, Division of Mathematical Finance Courant Institute, New York University "Jim Gatheral could not have written a better book." --Bruno Dupire, winner of the 2006 Wilmott Cutting Edge Research Award Quantitative Research, Bloomberg LPCountry/Region of Manufacture: USGenre: Business & FinanceSubtitle: A Practitioner's GuideAuthor: Jim GatheralContributor: Nassim Nicholas Taleb (Foreword by)Book Series: Wiley FinanceRelease Year: 2006 Missing Information?Please contact us if any details are missing and where possible we will add the information to our listing.
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Publication Name: The Volatility Surface
Title: The Volatility Surface
EAN: 9780471792512
ISBN: 9780471792512
Release Date: 09/05/2006
Release Year: 2006
Country/Region of Manufacture: US
Subtitle: A Practitioner's Guide
Contributor: Nassim Nicholas Taleb (Foreword by)
Series: Wiley Finance
Book Title: Volatility Surface : a Practitioner's Guide
Number of Pages: 208 Pages
Language: English
Publisher: Wiley & Sons, Incorporated, John
Publication Year: 2006
Item Height: 0.9 in
Topic: Finance / General
Illustrator: Yes
Genre: Business & Economics
Item Weight: 13.6 Oz
Item Length: 9.1 in
Author: Jim Gatheral
Book Series: Wiley Finance Ser.
Item Width: 5.9 in
Format: Hardcover
