The Volatility Surface: A Practitioner's Guide

51qwOsgwBSL._SY291_BO1,204,203,200_QL40_ Author Jim Gatheral
Isbn 9780471792512
File size 1.7MB
Year 2006
Pages 208
Language English
File format PDF
Category Business

Book Description:

I am taking Prof. Gatheral's class. He is the best instructor I have ever studied with. Without any doubt, he is very professional in volatility modeling. This book is very concise with many practitioner's views which you might not see in the academia. He also keeps updating his lecture notes with cutting-edge research so I hope someday he would publish a second edition.


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