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The Volatility Surface: A Practitioner's Guide (Wiley Finance) book cover by Jim Gatheral
Hardcover

The Volatility Surface: A Practitioner's Guide (Wiley Finance)

by Jim Gatheral

$48.18 / copy at 25+ copies As low as $42.34 at 1,000+Your best volume price

Hardcover · 208 pages Wiley · 2006

Format

Hardcover
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About the book

The Volatility Surface

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. It successfully charts a middle ground between specific examples and general models--achieving remarkable clarity without giving up sophistication, depth, or breadth."
--Robert V. 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 Derman, author of My Life as a Quant

"Jim Gatheral is the wiliest practitioner in the business. This very fine book is an outgrowth of the lecture notes prepared for one of the most popular classes at NYU's esteemed Courant Institute. The topics covered are at the forefront of research in mathematical finance and the author's treatment of them is simply the best available in this form."
--Peter Carr, PhD, head of Quantitative Financial Research, Bloomberg LP Director of the Masters Program in Mathematical Finance, New York University

"Jim Gatheral is an acknowledged master of advanced modeling for derivatives. In The Volatility Surface he reveals the secrets of dealing with the most important but most elusive of financial quantities, volatility."
--Paul Wilmott, author and mathematician

"As a teacher in the field of mathematical finance, I welcome Jim Gatheral's book as a significant development. Written by a Wall Street practitioner with extensive market and teaching experience, The Volatility Surface gives students access to a level of knowledge on derivatives which was not previously available. I strongly recommend it."
--Marco Avellaneda, Director, Division of Mathematical Finance Courant Institute, New York University

"Jim Gatheral could not have written a better book."
--Bruno Dupire, winner of the 2006 Wilmott Cutting Edge Research Award Quantitative Research, Bloomberg LP

The book, The Volatility Surface: A Practitioner's Guide (Wiley Finance) [Bulk, Wholesale, Quantity] ISBN#9780471792512 in Hardcover by Jim Gatheral may be ordered in bulk quantities. Minimum starts at 25 copies. Availability based on publisher status and quantity being ordered.

Details

Publisher
Wiley
Author
Jim Gatheral
Format
Hardcover
Published
Sep 11, 2006
ISBN-13
9780471792512
Pages
208
Carton quantity
40 copies
Printing
Printed on demand
Buying for a group

The Volatility Surface in bulk: pricing

Volume pricing applies automatically in your cart. No codes, no account needed.

CopiesPrice per copyYou save
25 – 99 $48.18 34% off list
100 – 249 $46.72 36% off list
250 – 499 $45.26 38% off list
500 – 999 $43.80 40% off list
1,000+ $42.34 42% off list
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