The Volatility Surface

The Volatility Surface
Author :
Publisher :
Total Pages : 179
Release :
ISBN-10 : 1119202078
ISBN-13 : 9781119202073
Rating : 4/5 (073 Downloads)
DOWNLOAD EBOOK
Book Synopsis The Volatility Surface by : Jim Gatheral

Download or read book The Volatility Surface written by Jim Gatheral and published by . This book was released on 2006 with total page 179 pages. Available in PDF, EPUB and Kindle. Book excerpt:


The Volatility Surface Related Books

The Volatility Surface
Language: en
Pages: 179

The Volatility Surface

Authors: Jim Gatheral
Categories: Options (Finance)
Type: BOOK - Published: 2006 - Publisher:

DOWNLOAD EBOOK

The Volatility Smile
Language: en
Pages: 528

The Volatility Smile

Authors: Emanuel Derman
Categories: Business & Economics
Type: BOOK - Published: 2016-09-06 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

The Volatility Smile The Black-Scholes-Merton option model was the greatest innovation of 20th century finance, and remains the most widely applied theory in al
Stochastic Volatility Modeling
Language: en
Pages: 520

Stochastic Volatility Modeling

Authors: Lorenzo Bergomi
Categories: Business & Economics
Type: BOOK - Published: 2015-12-16 - Publisher: CRC Press

DOWNLOAD EBOOK

Packed with insights, Lorenzo Bergomi's Stochastic Volatility Modeling explains how stochastic volatility is used to address issues arising in the modeling of d
FX Options and Smile Risk
Language: en
Pages: 324

FX Options and Smile Risk

Authors: Antonio Castagna
Categories: Business & Economics
Type: BOOK - Published: 2010-02-12 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

The FX options market represents one of the most liquid and strongly competitive markets in the world, and features many technical subtleties that can seriously
The Volatility Surface
Language: en
Pages: 204

The Volatility Surface

Authors: Jim Gatheral
Categories: Business & Economics
Type: BOOK - Published: 2011-03-10 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

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