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

Jim Gatheral

83 Bewertungen von Goodreads

Sprache: Englisch

Verlag: John Wiley & Sons Inc, United States, New York, 2006

0471792519 / 9780471792512

  • Softcover
  • Gebraucht
Alle Details anzeigen

Anbieter: WorldofBooks, Goring-By-Sea, WS, Vereinigtes KönigreichWorldofBooks

Verkäufer/-in mit 5 Sternen

AbeBooks-Verkäufer/-in seit 16. März 2007

Softcover

Zustand: Gebraucht - Gut

EUR 43,85

EUR 6,59 Versand 
Versand von Vereinigtes Königreich nach USA

Anzahl: 2 verfügbar

In den Warenkorb
30 Tage kostenlose Rückgabe

Artikelbeschreibung des Verkäufers

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 has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged.…

Bestandsnummer des Verkäufers GOR002664916

Titel
The Volatility Surface: A Practitioner's Guide (Wiley Finance)
Autor
Jim Gatheral
Verlag
John Wiley & Sons Inc, United States, New York
Erscheinungsjahr
2006
Zustand
Very Good
Einband
Paperback
Sprache
Englisch
ISBN-10
0471792519
ISBN-13
9780471792512
Artikelgewicht
440 Gramm
Abmessungen
150.0 x 230.0

WorldofBooks

Goring-By-Sea, WS, Vereinigtes Königreich

Verkäufer/-in mit 5 Sternen

AbeBooks-Verkäufer/-in seit 16. März 2007

Versandkosten von Vereinigtes Königreich nach USA

Artikel7 bis 12 Werktage5 bis 9 Werktage
Erster ArtikelEUR 6,59EUR 14,12
Die Versandzeiten werden von den Verkäuferinnen und Verkäufern festgelegt. Sie variieren je nach Versanddienstleister und Standort. Sendungen, die den Zoll passieren, können Verzögerungen unterliegen. Eventuell anfallende Abgaben oder Gebühren sind von der Käuferin bzw. dem Käufer zu tragen. Die Verkäuferin bzw. der Verkäufer kann Sie bezüglich zusätzlicher Versandkosten kontaktieren, um einen möglichen Anstieg der Versandkosten für Ihre Artikel auszugleichen.

Zahlungsarten

  • Visa
  • Mastercard
  • American Express
  • Carte Bleue
  • Apple Pay
  • Google Pay

Shopbeschreibung

In 2002, World of Books Group was founded on an ethos to do good, protect the planet and support charities by enabling more goods to be reused. Since then, we've grown into to a global company pioneering the circular economy. Today, we drive the circular economy through three re-commerce brands: - Wob: Through Wob, we sell. We provide affordable, preloved books and media to customers all over the world. A book leaves our collection of over seven million titles and begins a new chapter every two seconds, enabling more goods to be reused. - Ziffit: Through Ziffit, we buy. We give people around the world the opportunity to contribute to the circular economy, earn money and protect the planet, by trading their unwanted books and media. - Shopiago: Through Shopiago, we help others. By sharing the technology that has grown World of Books Group into the business it is today, we’re helping charities increase revenue and reduce waste through re-commerce.…

Spezialisierung

COOKERY, RECYCLE, CHARITY, USED BOOKS, MODERN, HISTORY, CHILDRENS, FICTION, CHEAP BOOKS, NON -FICTION

Unternehmensdaten der Verkäuferin bzw. des Verkäufers

World of Books Ltd

Mulberry House, Woods Way Trading Estate
Goring-By-Sea, Vereinigtes Königreich BN12 4QY