Volatility Surface
Volatility Surface Praise for The Volatility Surface "I'm thrilled by the appearance of Jim Gatheral's new book The Volatility Surface. Gatheral's book, by contrast, is accessible and practical. The…
Specifikacia Volatility Surface
Volatility Surface
Praise for The Volatility Surface "I'm thrilled by the appearance of Jim Gatheral's new book The Volatility Surface. Gatheral's book, by contrast, is accessible and practical. The literature on stochastic volatility is vast, but difficult to penetrate and use.
Kohn, Professor of Mathematics and Chair, Mathematical Finance Committee, Courant Institute of Mathematical Sciences, New York University "Concise yet comprehensive, equally attentive to both theory and phenomena, this book provides an unsurpassed account of the peculiarities of the implied volatility surface, its consequences for pricing and hedging, and the theories that struggle to explain it." --Emanuel It successfully charts a middle ground between specific examples and general models--achieving remarkable clarity without giving up sophistication, depth, or breadth." --Robert V.
Volatility Surface
Surface Architecture
Attack Surface
Surface Bruno Giuliana
Surface Detail
Surface Mount Technology
Spyder Surface oranžová