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

3,86 valoración promedio
( 44 valoraciones por Goodreads )
 
9780471792512: The Volatility Surface: A Practitioner's Guide (Wiley Finance Series)
Ver todas las copias de esta edición ISBN.
 
 

Book by Gatheral Jim

"Sinopsis" puede pertenecer a otra edición de este libro.

Críticas:

"...I do recommend this book..." (Zentralblatt MATH , Vol. 1118 2007/20)

Reseña del editor:

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

"Sobre este título" puede pertenecer a otra edición de este libro.

Los mejores resultados en AbeBooks

1.

Gatheral, Jim
Publicado por Wiley
ISBN 10: 0471792519 ISBN 13: 9780471792512
Nuevo Tapa dura Cantidad disponible: 1
Librería
Broad Street Books
(Branchville, NJ, Estados Unidos de America)
Valoración
[?]

Descripción Wiley. Hardcover. Condición: New. 0471792519 Brand New Book. Nº de ref. del artículo: 44170

Más información sobre este vendedor | Contactar al vendedor

Comprar nuevo
EUR 33,63
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 3,23
A Estados Unidos de America
Destinos, gastos y plazos de envío

2.

Gatheral, Jim
ISBN 10: 0471792519 ISBN 13: 9780471792512
Nuevo Cantidad disponible: 1
Librería
Pbshop
(Wood Dale, IL, Estados Unidos de America)
Valoración
[?]

Descripción 2006. HRD. Condición: New. New Book.Shipped from US within 10 to 14 business days. Established seller since 2000. Nº de ref. del artículo: IB-9780471792512

Más información sobre este vendedor | Contactar al vendedor

Comprar nuevo
EUR 34,95
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 3,26
A Estados Unidos de America
Destinos, gastos y plazos de envío

3.

Gatheral, Jim
ISBN 10: 0471792519 ISBN 13: 9780471792512
Nuevo Cantidad disponible: 2
Librería
Paperbackshop-US
(Wood Dale, IL, Estados Unidos de America)
Valoración
[?]

Descripción 2006. HRD. Condición: New. New Book. Shipped from US within 10 to 14 business days. Established seller since 2000. Nº de ref. del artículo: KB-9780471792512

Más información sobre este vendedor | Contactar al vendedor

Comprar nuevo
EUR 35,06
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 3,26
A Estados Unidos de America
Destinos, gastos y plazos de envío

4.

Jim Gatheral
Publicado por John Wiley and Sons Ltd, United Kingdom (2006)
ISBN 10: 0471792519 ISBN 13: 9780471792512
Nuevo Tapa dura Original o primera edición Cantidad disponible: 1
Librería
Book Depository International
(London, Reino Unido)
Valoración
[?]

Descripción John Wiley and Sons Ltd, United Kingdom, 2006. Hardback. Condición: New. 1. Auflage. Language: English . Brand New Book. 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. Nº de ref. del artículo: AAS9780471792512

Más información sobre este vendedor | Contactar al vendedor

Comprar nuevo
EUR 40,68
Convertir moneda

Añadir al carrito

Gastos de envío: GRATIS
De Reino Unido a Estados Unidos de America
Destinos, gastos y plazos de envío

5.

Gatheral, Jim
Publicado por Wiley
ISBN 10: 0471792519 ISBN 13: 9780471792512
Nuevo Tapa dura Cantidad disponible: 1
Librería
Booklot COM LLC
(Philadelphia, PA, Estados Unidos de America)
Valoración
[?]

Descripción Wiley. Hardcover. Condición: New. 0471792519. Nº de ref. del artículo: Z0471792519ZN

Más información sobre este vendedor | Contactar al vendedor

Comprar nuevo
EUR 41,81
Convertir moneda

Añadir al carrito

Gastos de envío: GRATIS
A Estados Unidos de America
Destinos, gastos y plazos de envío

6.

Gatheral, Jim
Publicado por Wiley (2006)
ISBN 10: 0471792519 ISBN 13: 9780471792512
Nuevo Tapa dura Cantidad disponible: 1
Librería
Murray Media
(North Miami Beach, FL, Estados Unidos de America)
Valoración
[?]

Descripción Wiley, 2006. Hardcover. Condición: New. Never used!. Nº de ref. del artículo: 0471792519

Más información sobre este vendedor | Contactar al vendedor

Comprar nuevo
EUR 41,89
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 1,63
A Estados Unidos de America
Destinos, gastos y plazos de envío

7.

Gatheral, Jim
Publicado por Wiley
ISBN 10: 0471792519 ISBN 13: 9780471792512
Nuevo Tapa dura Cantidad disponible: 1
Librería
Mega Buzz
(Bensalem, PA, Estados Unidos de America)
Valoración
[?]

Descripción Wiley. Hardcover. Condición: New. 0471792519. Nº de ref. del artículo: Z0471792519ZN

Más información sobre este vendedor | Contactar al vendedor

Comprar nuevo
EUR 41,81
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 2,45
A Estados Unidos de America
Destinos, gastos y plazos de envío

8.

Gatheral, Jim
Publicado por John Wiley and#38; Sons (2006)
ISBN 10: 0471792519 ISBN 13: 9780471792512
Nuevo Cantidad disponible: 1
Librería
Books2Anywhere
(Fairford, GLOS, Reino Unido)
Valoración
[?]

Descripción John Wiley and#38; Sons, 2006. HRD. Condición: New. New Book. Shipped from US within 10 to 14 business days. Established seller since 2000. Nº de ref. del artículo: IB-9780471792512

Más información sobre este vendedor | Contactar al vendedor

Comprar nuevo
EUR 36,99
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 10,22
De Reino Unido a Estados Unidos de America
Destinos, gastos y plazos de envío

9.

Jim Gatheral
Publicado por John Wiley and Sons Ltd, United Kingdom (2006)
ISBN 10: 0471792519 ISBN 13: 9780471792512
Nuevo Tapa dura Original o primera edición Cantidad disponible: 1
Librería
The Book Depository
(London, Reino Unido)
Valoración
[?]

Descripción John Wiley and Sons Ltd, United Kingdom, 2006. Hardback. Condición: New. 1. Auflage. Language: English . Brand New Book. 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. Nº de ref. del artículo: LIO9780471792512

Más información sobre este vendedor | Contactar al vendedor

Comprar nuevo
EUR 48,67
Convertir moneda

Añadir al carrito

Gastos de envío: GRATIS
De Reino Unido a Estados Unidos de America
Destinos, gastos y plazos de envío

10.

Jim Gatheral
ISBN 10: 0471792519 ISBN 13: 9780471792512
Nuevo Tapa dura Original o primera edición Cantidad disponible: 1
Librería
Grand Eagle Retail
(Wilmington, DE, Estados Unidos de America)
Valoración
[?]

Descripción Hardcover. Condición: New. 1st. Hardcover. 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 diff.Shipping may be from multiple locations in the US or from the UK, depending on stock availability. 179 pages. 0.376. Nº de ref. del artículo: 9780471792512

Más información sobre este vendedor | Contactar al vendedor

Comprar nuevo
EUR 49,22
Convertir moneda

Añadir al carrito

Gastos de envío: GRATIS
A Estados Unidos de America
Destinos, gastos y plazos de envío

Existen otras copia(s) de este libro

Ver todos los resultados de su búsqueda