Jim Gatheral: 1 book
The Volatility Surface
A Practitioner's Guide
Language: English
Release Date: March 10, 2011
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...
