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... This description may be from another edition of this product.

• Format: Hardcover
• Language: English
• ISBN: 0471792519
• ISBN13: 9780471792512
• Release Date: August 2006
• Publisher: Wiley
• Length: 208 Pages
• Weight: 0.85 lbs.
• Dimensions: 0.9" x 5.9" x 9.1"