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The Volatility Surface - Jim Gatheral - Bog

- A Practitioner's Guide

Bag om 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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  • Sprog:
  • Engelsk
  • ISBN:
  • 9780471792512
  • Indbinding:
  • Hardback
  • Sideantal:
  • 208
  • Udgivet:
  • 5. september 2006
  • Størrelse:
  • 160x232x22 mm.
  • Vægt:
  • 428 g.
  • Ukendt - mangler pt..

Normalpris

  • BLACK WEEK

Medlemspris

Prøv i 30 dage for 45 kr.
Herefter fra 79 kr./md. Ingen binding.

Beskrivelse af 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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