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In den WarenkorbZustand: New. pp. xxvii + 179 Figures, Illus.
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In den WarenkorbHardcover. Zustand: Brand New. illustrated edition. 208 pages. 9.25x6.25x1.00 inches. In Stock.
Zustand: New. 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. Series: Wiley Finance Series. Num Pages: 208 pages, Illustrations. BIC Classification: KF. Category: (P) Professional & Vocational. Dimension: 232 x 160 x 22. Weight in Grams: 384. . 2006. 1st Edition. Hardcover. . . . . Books ship from the US and Ireland.
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Sprache: Englisch
Verlag: Society for Industrial & Applied Mathematics,U.S., 2024
ISBN 10: 1611977770 ISBN 13: 9781611977776
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Sprache: Englisch
Verlag: MP-SIA SIAM - Society for Industrial and Applied M, 2024
ISBN 10: 1611977770 ISBN 13: 9781611977776
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Sprache: Englisch
Verlag: SIAM - Society for Industrial and Applied Mathematics, 2023
ISBN 10: 1611977770 ISBN 13: 9781611977776
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Zustand: New. .I do recommend this book. (Zentralblatt MATH , Vol. 1118 2007/20)JIM GATHERAL is a Managing Director at Merrill Lynch and also an Adjunct Professor at the Courant Institute of Mathematical Sciences, New York University.Dr. Gatheral obtained a PhD.
Sprache: Englisch
Verlag: SIAM - Society for Industrial and Applied Mathematics, 2023
ISBN 10: 1611977770 ISBN 13: 9781611977776
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Sprache: Englisch
Verlag: John Wiley & Sons Inc Sep 2006, 2006
ISBN 10: 0471792519 ISBN 13: 9780471792512
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
Buch. Zustand: Neu. Neuware - 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.
Anbieter: Ria Christie Collections, Uxbridge, Vereinigtes Königreich
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Taschenbuch. Zustand: Neu. Large Deviations and Asymptotic Methods in Finance | Peter K. Friz (u. a.) | Taschenbuch | Springer Proceedings in Mathematics & Statistics | ix | Englisch | 2016 | Springer | EAN 9783319385129 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.
Sprache: Englisch
Verlag: Springer International Publishing, 2016
ISBN 10: 3319385127 ISBN 13: 9783319385129
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - Topics covered in this volume (large deviations, differential geometry, asymptotic expansions, central limit theorems) give a full picture of the current advances in the application of asymptotic methods in mathematical finance, and thereby provide rigorous solutions to important mathematical and financial issues, such as implied volatility asymptotics, local volatility extrapolation, systemic risk and volatility estimation. This volume gathers together ground-breaking results in this field by some of its leading experts.Over the past decade, asymptotic methods have played an increasingly important role in the study of the behaviour of (financial) models. These methods provide a useful alternative to numerical methods in settings where the latter may lose accuracy (in extremes such as small and large strikes, and small maturities), and lead to a clearer understanding of the behaviour of models, and of the influence of parameters on this behaviour.Graduate students, researchers and practitioners will find this book very useful, and the diversity of topics will appeal to people from mathematical finance, probability theory and differential geometry.
Sprache: Englisch
Verlag: Springer, Palgrave Macmillan, 2015
ISBN 10: 3319116045 ISBN 13: 9783319116044
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - Topics covered in this volume (large deviations, differential geometry, asymptotic expansions, central limit theorems) give a full picture of the current advances in the application of asymptotic methods in mathematical finance, and thereby provide rigorous solutions to important mathematical and financial issues, such as implied volatility asymptotics, local volatility extrapolation, systemic risk and volatility estimation. This volume gathers together ground-breaking results in this field by some of its leading experts.Over the past decade, asymptotic methods have played an increasingly important role in the study of the behaviour of (financial) models. These methods provide a useful alternative to numerical methods in settings where the latter may lose accuracy (in extremes such as small and large strikes, and small maturities), and lead to a clearer understanding of the behaviour of models, and of the influence of parameters on this behaviour.Graduate students, researchers and practitioners will find this book very useful, and the diversity of topics will appeal to people from mathematical finance, probability theory and differential geometry.
Anbieter: Ria Christie Collections, Uxbridge, Vereinigtes Königreich
EUR 218,49
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In den WarenkorbPaperback. Zustand: Brand New. reprint edition. 599 pages. 9.25x6.10x1.42 inches. In Stock.
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In den WarenkorbHardcover. Zustand: Brand New. 2015 edition. 450 pages. 9.25x6.25x1.50 inches. In Stock.
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