The Volatility Surface 2024 pdf epub mobi 電子書 下載


The Volatility Surface

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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 Volatility Surface 2024 pdf epub mobi 電子書 下載

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發表於2024-06-15

The Volatility Surface 2024 pdf epub mobi 電子書 下載

The Volatility Surface 2024 pdf epub mobi 電子書 下載

The Volatility Surface 2024 pdf epub mobi 電子書 下載



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我從2015年3月7日開始讀這本書。 目前讀到第五章 Adding Jump.. 前幾張就是介紹瞭波動率和局部波動率在各個模型中的顯現和計算得到,最後發展到需要jump纔能更好的模擬在短期時候的情形。 我的感覺就是太多typo?? 還是我沒有算對。網上有一版 勘誤錶、簡直隻是一小部分的...  

評分

it describes the skew/fwd skew under local vol/stoch vol/jump models. it doesnt cover risk management for jump model. neither for risk management of cliquet/var swap with cap. overall it is a great book for practitioners.

評分

it describes the skew/fwd skew under local vol/stoch vol/jump models. it doesnt cover risk management for jump model. neither for risk management of cliquet/var swap with cap. overall it is a great book for practitioners.

評分

it describes the skew/fwd skew under local vol/stoch vol/jump models. it doesnt cover risk management for jump model. neither for risk management of cliquet/var swap with cap. overall it is a great book for practitioners.

評分

我從2015年3月7日開始讀這本書。 目前讀到第五章 Adding Jump.. 前幾張就是介紹瞭波動率和局部波動率在各個模型中的顯現和計算得到,最後發展到需要jump纔能更好的模擬在短期時候的情形。 我的感覺就是太多typo?? 還是我沒有算對。網上有一版 勘誤錶、簡直隻是一小部分的...  

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出版者:John Wiley & Sons
作者:Jim Gatheral
出品人:
頁數:208
譯者:
出版時間:2006-9-5
價格:GBP 57.50
裝幀:Hardcover
isbn號碼:9780471792512
叢書系列:

圖書標籤: 金融  金融工程  volatility  金融數學  衍生品  波動率  數學  Quant   


The Volatility Surface 2024 pdf epub mobi 電子書 下載
想要找書就要到 本本書屋
立刻按 ctrl+D收藏本頁
你會得到大驚喜!!

The Volatility Surface pdf epub mobi 用戶評價

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for traders

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option世界的最前沿

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有人說著這書不好,有人說這書不好,有人說這書不太好,我覺得還是不錯的。

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在周圍一群玩捉迷藏的小朋友中間,淡定的看完瞭這本書,定力有所提高啊。。。哈哈哈~

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好難... 讀得流淚...

The Volatility Surface 2024 pdf epub mobi 電子書 下載


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