Gatheral, Jim
The Volatility Surface: A Practitioners Guide: A Practitioner's Guide (Wiley Finance)
- ISBN 13:
- 9780471792512
- author:
- Gatheral, Jim
- format:
- HardBack
- publisher:
- John Wiley & Sons
- language:
- English
- Publication Year:
- 2006
- Pages:
- 208
- Dimensions:
- 152 mm X 229 mm
- Genre:
- Finance & Accounting
- Condition:
- New
- Availability:
- Item usually sent within 10 working days
Description
The Volatility Surface: A Practitioner's Guide by Jim Gatheral is a comprehensive guide to understanding and working with volatility in finance. Written for practitioners, this book provides an accessible and practical introduction to the subject, balancing theory and real-world applications.
With its focus on the implied volatility surface and its consequences for pricing and hedging, this book offers an unsurpassed account of the complexities of volatility in mathematical finance. The author's expertise shines through in this clear and concise treatment of advanced modeling techniques for derivatives.
This book is a valuable resource for anyone looking to deepen their understanding of financial modeling and volatility. Its origins as lecture notes from a popular course at NYU's Courant Institute add to its credibility, making it an essential read for professionals in the field.
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