Gatheral jim (69 resultados)
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Librería: Greenworld Books, arlington, TX, Estados Unidos de AmericaGreenworld Books
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EUR 26,24
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Condición: very_good. Fast Free Shipping â" Very Good condition book with a firm cover and clean pages. Shows normal use and some light wear or limited notes markings. A solid, nice copy to enjoy.
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Librería: World of Books (was SecondSale), Montgomery, IL, Estados Unidos de AmericaWorld of Books (was SecondSale)
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EUR 26,72
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Condición: Good. Item in good condition. Textbooks may not include supplemental items i.e. CDs, access codes etc.
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Librería: World of Books (was SecondSale), Montgomery, IL, Estados Unidos de AmericaWorld of Books (was SecondSale)
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EUR 26,72
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Condición: Very Good. Item in very good condition! Textbooks may not include supplemental items i.e. CDs, access codes etc.
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Librería: thebookforest.com, San Rafael, CA, Estados Unidos de Americathebookforest.com
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EUR 32,45
Envío por EUR 4,37Se envía dentro de Estados Unidos de AmericaCantidad disponible: 1 disponibles
Condición: New.
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Librería: WorldofBooks, Goring-By-Sea, WS, Reino UnidoWorldofBooks
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EUR 43,76
Envío por EUR 6,57Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: 1 disponibles
Hardback. Condición: Very Good. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged.
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Librería: GreatBookPrices, Columbia, MD, Estados Unidos de AmericaGreatBookPrices
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EUR 48,28
Envío por EUR 2,31Se envía dentro de Estados Unidos de AmericaCantidad disponible: Más de 20 disponibles
Condición: As New. Unread book in perfect condition.
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Librería: Brook Bookstore On Demand, Napoli, NA, ItaliaBrook Bookstore On Demand
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EUR 46,62
Envío por EUR 5,50Se envía de Italia a Estados Unidos de AmericaCantidad disponible: Más de 20 disponibles
Condición: new.
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Librería: GreatBookPrices, Columbia, MD, Estados Unidos de AmericaGreatBookPrices
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EUR 52,73
Envío por EUR 2,31Se envía dentro de Estados Unidos de AmericaCantidad disponible: Más de 20 disponibles
Condición: New.
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- Primera edición
Librería: Grand Eagle Retail, Bensenville, IL, Estados Unidos de AmericaGrand Eagle Retail
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EUR 59,24
Gastos de envío gratisSe envía dentro de Estados Unidos de AmericaCantidad disponible: 1 disponibles
Hardcover. Condición: new. 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 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 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
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Librería: Rarewaves.com USA, London, LONDO, Reino UnidoRarewaves.com USA
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 59,91
Gastos de envío gratisSe envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: 2 disponibles
Hardback. Condición: 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. It successfully charts a middle ground betw…een 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.
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Librería: medimops, Berlin, Alemaniamedimops
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EUR 49,69
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Condición: good. Befriedigend/Good: Durchschnittlich erhaltenes Buch bzw. Schutzumschlag mit Gebrauchsspuren, aber vollständigen Seiten. / Describes the average WORN book or dust jacket that has all the pages present.
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Librería: medimops, Berlin, Alemaniamedimops
Contactar con el vendedorVendedor de 5 estrellasCondición: Usado - Bueno
EUR 49,69
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Condición: very good. Gut/Very good: Buch bzw. Schutzumschlag mit wenigen Gebrauchsspuren an Einband, Schutzumschlag oder Seiten. / Describes a book or dust jacket that does show some signs of wear on either the binding, dust jacket or pages.
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Librería: GreatBookPricesUK, Woodford Green, Reino UnidoGreatBookPricesUK
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EUR 47,69
Envío por EUR 17,61Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: Más de 20 disponibles
Condición: New.
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Librería: GreatBookPricesUK, Woodford Green, Reino UnidoGreatBookPricesUK
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EUR 50,41
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Condición: As New. Unread book in perfect condition.
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Librería: Ria Christie Collections, Uxbridge, Reino UnidoRia Christie Collections
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EUR 55,10
Envío por EUR 14,07Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: 3 disponibles
Condición: New. In.
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Librería: Chiron Media, Wallingford, Reino UnidoChiron Media
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EUR 51,28
Envío por EUR 18,19Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: 3 disponibles
hardcover. Condición: New.
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- Primera edición
Librería: Kennys Bookshop and Art Galleries Ltd., Galway, GY, IrlandaKennys Bookshop and Art Galleries Ltd.
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EUR 58,26
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Condición: 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, I…llustrations. BIC Classification: KF. Category: (P) Professional & Vocational. Dimension: 232 x 160 x 22. Weight in Grams: 384. . 2006. 1st Edition. Hardcover. . . . .
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Librería: Majestic Books, Hounslow, Reino UnidoMajestic Books
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EUR 63,93
Envío por EUR 7,63Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: 3 disponibles
Condición: New. pp. xxvii + 179 Figures, Illus.
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Librería: THE SAINT BOOKSTORE, Southport, Reino UnidoTHE SAINT BOOKSTORE
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EUR 60,71
Envío por EUR 17,45Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: Más de 20 disponibles
Hardback. Condición: New. New copy - Usually dispatched within 4 working days.
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Librería: Revaluation Books, Exeter, Reino UnidoRevaluation Books
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EUR 66,25
Envío por EUR 11,74Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: 2 disponibles
Hardcover. Condición: Brand New. illustrated edition. 208 pages. 9.25x6.25x1.00 inches. In Stock.
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Librería: Kennys Bookstore, Olney, MD, Estados Unidos de AmericaKennys Bookstore
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 71,44
Envío por EUR 9,20Se envía dentro de Estados Unidos de AmericaCantidad disponible: 3 disponibles
Condición: 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, I…llustrations. 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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Librería: Books Puddle, New York, NY, Estados Unidos de AmericaBooks Puddle
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EUR 77,87
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Condición: New. pp. xxvii + 179 Index.
Idioma: Inglés
Editorial: SIAM - Society for Industrial and Applied Mathematics, 2023
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Librería: Brook Bookstore On Demand, Napoli, NA, ItaliaBrook Bookstore On Demand
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 80,06
Envío por EUR 6,80Se envía de Italia a Estados Unidos de AmericaCantidad disponible: 9 disponibles
Condición: new.
Idioma: Inglés
Editorial: SIAM - Society for Industrial and Applied Mathematics, 2023
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Librería: GreatBookPrices, Columbia, MD, Estados Unidos de AmericaGreatBookPrices
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EUR 88,84
Envío por EUR 2,31Se envía dentro de Estados Unidos de AmericaCantidad disponible: 9 disponibles
Condición: New.
Idioma: Inglés
Editorial: Society for Industrial & Applied Mathematics,U.S., New York, 2024
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Librería: Grand Eagle Retail, Bensenville, IL, Estados Unidos de AmericaGrand Eagle Retail
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 91,23
Gastos de envío gratisSe envía dentro de Estados Unidos de AmericaCantidad disponible: 1 disponibles
Paperback. Condición: new. Paperback. Volatility underpins financial markets by encapsulating uncertainty about prices, individual behaviors, and decisions and has traditionally been modeled as a semimartingale, with consequent scaling properties. This mathematical description has been an active topic of research for decades, ho…wever, driven by empirical estimates of the scaling behavior of volatility, a new paradigm has emerged, whereby paths of volatility are rougher than those of semimartingales. According to this perspective, volatility is path-dependent and exhibits jump-like short-term behavior.The first book to offer a comprehensive exploration of the subject, Rough Volatility contributes to the understanding and application of rough volatility models by equipping readers with the tools and insights needed to delve into the topic, exploring the motivation for rough volatility modeling and providing a toolbox for computation and practical implementation, and organizing the material to reflect the subject's development and progression. The first comprehensive exploration of rough volatility, this book contributes to the understanding and application of rough volatility models, equipping readers with the tools and insights needed to delve into the topic, exploring the motivation for rough volatility modeling and providing a toolbox for computation and practical implementation. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
Idioma: Inglés
Editorial: SIAM - Society for Industrial and Applied Mathematics, 2023
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Librería: GreatBookPrices, Columbia, MD, Estados Unidos de AmericaGreatBookPrices
Contactar con el vendedorVendedor de 5 estrellasCondición: Usado - Como Nuevo
EUR 92,24
Envío por EUR 2,31Se envía dentro de Estados Unidos de AmericaCantidad disponible: 9 disponibles
Condición: As New. Unread book in perfect condition.
Idioma: Inglés
Editorial: Society for Industrial & Applied Mathematics,U.S., 2024
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Librería: Revaluation Books, Exeter, Reino UnidoRevaluation Books
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EUR 79,88
Envío por EUR 14,68Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: 1 disponibles
Paperback. Condición: Brand New. 261 pages. 9.96x7.09x0.83 inches. In Stock.
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Librería: Speedyhen, Hertfordshire, Reino UnidoSpeedyhen
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EUR 47,70
Envío por EUR 48,14Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: 3 disponibles
Condición: NEW.
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Librería: Biblios, frankfurt am main, HESSE, AlemaniaBiblios
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EUR 82,80
Envío por EUR 9,95Se envía de Alemania a Estados Unidos de AmericaCantidad disponible: 3 disponibles
Condición: New. pp. xxvii + 179 Acknowledgements.
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- Primera edición
Librería: CitiRetail, Stevenage, Reino UnidoCitiRetail
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EUR 53,80
Envío por EUR 43,44Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: 1 disponibles
Hardcover. Condición: new. 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 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 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. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.
