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

by Jim Gatheral (Author), Nassim Nicholas Taleb (Foreword)
Key Phrases: implied variance skew, floored cliquet, digital cliquet, Monte Carlo, Brownian Bridge, Mediobanca Bond Protection (more...)
4.4 out of 5 stars See all reviews (8 customer reviews)

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Frequently Bought Together

Customers buy this book with Inside Volatility Arbitrage : The Secrets of Skewness by Alireza Javaheri

The Volatility Surface: A Practitioner's Guide (Wiley Finance) + Inside Volatility Arbitrage : The Secrets of Skewness
Price For Both: $97.65

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