The Volatility Surface : A Practitioner's Guide
by
Jim Gatheral
Book Details
Format
Hardback or Cased Book
Book Series
Wiley Finance
ISBN-10
0471792519
ISBN-13
9780471792512
Publisher
John Wiley & Sons Inc
Imprint
John Wiley & Sons Inc
Country of Manufacture
US
Country of Publication
GB
Publication Date
Sep 5th, 2006
Print length
208 Pages
Weight
416 grams
Dimensions
23.20 x 16.00 x 2.20 cms
Product Classification:
Finance & accounting
Ksh 10,450.00
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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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