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The Volatility Surface

- A Practitioner's Guide

part of the Wiley Finance series

About The 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.

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  • Language:
  • English
  • ISBN:
  • 9780471792512
  • Binding:
  • Hardback
  • Pages:
  • 208
  • Published:
  • September 4, 2006
  • Dimensions:
  • 160x232x22 mm.
  • Weight:
  • 428 g.
  In stock
Delivery: 3-5 business days
Expected delivery: December 7, 2024
Extended return policy to January 30, 2025

Description of The 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.

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