The Volatility Surface

English, Jim Gatheral, 2006
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Product details

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.".

Key specifications

Language
English
Author
Jim Gatheral
Number of pages
208
Year
2006
Item number
42111350

General information

Publisher
John Wiley & Sons
Category
Reference books
Release date
5.9.2006

Book properties

Language
English
Author
Jim Gatheral
Year
2006
Number of pages
208
Year
2006

Voluntary climate contribution

CO₂-Emission
Climate contribution

Product dimensions

Height
232 mm
Width
160 mm
Weight
428 g

Package dimensions

Length
24 cm
Width
15.90 cm
Height
2.30 cm
Weight
421 g

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