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VOLATILITY SURFACE By Jim Gatheral (9780471792512)

Description: Shop Home Items For Sale Feedback Contact Us VOLATILITY SURFACE 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 LP Reading Essentials Bestsellers Mystery & Thrillers Children's Books View all categories Welcome to BookWanderers Our eBay store offers Discover an extensive selection of titles for every reader's taste - fiction, history, culinary, self-improvement, and more. Enjoy a seamless online shopping experience, explore, and acquire your favorite reads from home. eBay Message Payment We accept PayPal, and all major credit cards & debit cards,please message us for details if needed. Shipping We are normally take 1 business days shipped your order. We Standard Delivery with tracking. We provide 100% FREE shipping on all orders Returns If you have a problem with the items you purchased from us or if you have any questions or concerns, please contact us before leaving any type of feedback, and we will do our best to make things right for you. Buyers have 30 days (unless mentioned otherwise) to return their item for full refund or exchange. Return shipping is to be paid by the buyer unless the item is defective or not as described. Please return the item in original packaging and condition as received. Why customer’s love us? "Thank you for delivering so quickly tried my fryer out a few times now very pleased" Buyer: M***5 (165) "Exactly as described. Very pleased with the transaction. Thank you." Buyer: E***3 (447) "Thank you for an easy, pleasant transaction. Excellent buyer. A++++++." Buyer: B***D (77744) "Quick Delivery, Good Service & good price, no problems would use again A+++" Buyer: O***K (3019) View All Reviews Useful Links Store Home Feedback Items For Sale Contact Us New Arrivals Shop with Secure Payment © Copyright 2023, New Age Quality UK. All rights reserved. Made with by newAgeDesignUK.org

Price: 64.88 GBP

Location: Leicester, England

End Time: 2025-01-17T18:27:31.000Z

Shipping Cost: 38.43 GBP

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VOLATILITY SURFACE By Jim Gatheral   (9780471792512)VOLATILITY SURFACE By Jim Gatheral   (9780471792512)VOLATILITY SURFACE By Jim Gatheral   (9780471792512)VOLATILITY SURFACE By Jim Gatheral   (9780471792512)

Item Specifics

Return postage will be paid by: Buyer

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Book Title: VOLATILITY SURFACE

Topic: Business Strategy, Financial Management, Corporate Governance

Book Series: NA

Genre: Business, Self-help, Psychology

Original Language: English

Country/Region of Manufacture: UK

Features: Financial modeling, Options pricing, Volatility analysis, Risk management, Quantitative finance

Narrative Type: Non-Fiction

Edition: NA

Intended Audience: Business Professionals, Students, Educators

Item Length: 232

Signed: NO

Number of Pages: 208 Pages

Language: English

Publication Name: The Volatility Surface: a Practitioner's Guide

Publisher: John Wiley & Sons INC International Concepts

Publication Year: 2006

Subject: Accounting

Item Height: 229 mm

Item Weight: 383 g

Type: Textbook

Author: Jim Gatheral

Series: Wiley Finance

Item Width: 152 mm

Format: Hardcover

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