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Gatheral, Jim

Libros de: Gatheral, Jim

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  • The Volatility Surface: a Practitioner'S Guide

    The Volatility Surface: a Practitioner'S Guide

    Gatheral, Jim Taleb, Nassim Nicholas

    Wiley & Sons Ltd. (2006)

    valoración

    • EAN: 9780471792512
    • Páginas: 208
    • Fecha de edición: 2006

    pvp.72,80 €

    Disponible entre 11 y 20 dias

    A detailed look at the volatility surface
    The volatility surface, formed from implied volatilities of all strikes and expirations, moves around. This randomness needs to be explicitly modeled for the effective pricing, trading, and ...