4602747

9780471792512

Volatility Surface A Practitioner's Guide

Volatility Surface A Practitioner's Guide
$51.03
$3.95 Shipping
List Price
$65.00
Discount
21% Off
You Save
$13.97

  • Condition: Acceptable
  • Provider: Open Books Contact
  • Provider Rating:
    100%
  • Ships From: Chicago, IL
  • Shipping: Standard, Expedited
  • Comments: Highlighting and notes.

   30-day money back guarantee

Ask the provider about this item.

Most renters respond to questions in 48 hours or less.
The response will be emailed to you.
Cancel
  • ISBN-13: 9780471792512
  • ISBN: 0471792519
  • Publication Date: 2006
  • Publisher: Wiley & Sons, Incorporated, John

AUTHOR

Gatheral, Jim, Taleb, Nassim Nicholas

SUMMARY

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 LPGatheral, Jim is the author of 'Volatility Surface A Practitioner's Guide', published 2006 under ISBN 9780471792512 and ISBN 0471792519.

[read more]

Questions about purchases?

You can find lots of answers to common customer questions in our FAQs

View a detailed breakdown of our shipping prices

Learn about our return policy

Still need help? Feel free to contact us

View college textbooks by subject
and top textbooks for college

The ValoreBooks Guarantee

The ValoreBooks Guarantee

With our dedicated customer support team, you can rest easy knowing that we're doing everything we can to save you time, money, and stress.