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Baruch College - FALL 2012 | ||
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 | The Volatility Surface: A Practitioner's Guide (Wiley Finance) (1st Edition) by Jim Gatheral, Nassim Nicholas Taleb (Foreword) Hardcover, 208 Pages, Published 2006 ISBN-10: 0-471-79251-9 / 0471792519 ISBN-13: 978-0-471-79251-2 / 9780471792512 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 mid | |