The Volatility Surface
A Practitioner's Guide
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.
Specificaties
| ISBN/EAN | 9780471792512 |
| Auteur | Jim Gatheral |
| Uitgever | Van Ditmar Boekenimport B.V. |
| Taal | Engels |
| Uitvoering | Gebonden in harde band |
| Pagina's | 208 |
| Lengte | 235.0 mm |
| Breedte | 159.0 mm |