The Volatility Surface

在线阅读本书 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 cl... (展开全部)