The Volatility Surface: A Practitioners Guide - Jim Gatheral

The Volatility Surface: A Practitioners Guide

Jim Gatheral

Overview

Praise for The Volatility SurfaceIm thrilled by the appearance of Jim Gatherals new book The Volatility Surface. The literature on stochastic volatility is vast, but difficult to penetrate and use. Gatherals book, by contrast, is accessible and practical. It successfully charts a middle ground between specific examples and general models--achieving remarkable clarity

READERS ALSO ENJOYED