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Verlag: Wiley, 2006
ISBN 10: 0471792519ISBN 13: 9780471792512
Anbieter: GreatBookPrices, Columbia, MD, USA
Buch
Zustand: As New. Unread book in perfect condition.
Verlag: Wiley, 2006
ISBN 10: 0471792519ISBN 13: 9780471792512
Anbieter: GreatBookPrices, Columbia, MD, USA
Buch
Zustand: New.
Verlag: John Wiley & Sons Inc, New York, 2006
ISBN 10: 0471792519ISBN 13: 9780471792512
Anbieter: Grand Eagle Retail, Wilmington, DE, USA
Buch Erstausgabe
Hardcover. Zustand: 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.
Verlag: Wiley, 2006
ISBN 10: 0471792519ISBN 13: 9780471792512
Anbieter: medimops, Berlin, Deutschland
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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.
Anbieter: THE SAINT BOOKSTORE, Southport, Vereinigtes Königreich
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New copy - Usually dispatched within 4 working days. Praise for The Volatility Surface.
Verlag: Wiley, 2006
ISBN 10: 0471792519ISBN 13: 9780471792512
Anbieter: GreatBookPricesUK, Castle Donington, DERBY, Vereinigtes Königreich
Buch
Zustand: As New. Unread book in perfect condition.
Verlag: Wiley, 2006
ISBN 10: 0471792519ISBN 13: 9780471792512
Anbieter: GreatBookPricesUK, Castle Donington, DERBY, Vereinigtes Königreich
Buch
Zustand: New.
Verlag: Wiley 2006-09-05, Hoboken, N.J. :|Chichester, 2006
ISBN 10: 0471792519ISBN 13: 9780471792512
Anbieter: Blackwell's, London, Vereinigtes Königreich
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hardback. Zustand: New. Language: ENG.
Verlag: John Wiley and Sons Ltd, 2006
ISBN 10: 0471792519ISBN 13: 9780471792512
Anbieter: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Irland
Buch Erstausgabe
Zustand: 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, Illustrations. BIC Classification: KF. Category: (P) Professional & Vocational. Dimension: 232 x 160 x 22. Weight in Grams: 384. . 2006. 1st Edition. Hardcover. . . . .
Verlag: John Wiley & Sons Inc, 2006
ISBN 10: 0471792519ISBN 13: 9780471792512
Anbieter: Revaluation Books, Exeter, Vereinigtes Königreich
Buch
Hardcover. Zustand: Brand New. illustrated edition. 208 pages. 9.25x6.25x1.00 inches. In Stock.
Verlag: John Wiley and Sons Ltd, 2006
ISBN 10: 0471792519ISBN 13: 9780471792512
Anbieter: Kennys Bookstore, Olney, MD, USA
Buch
Zustand: 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, Illustrations. 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.
Verlag: John Wiley & Sons Inc, New York, 2006
ISBN 10: 0471792519ISBN 13: 9780471792512
Anbieter: AussieBookSeller, Truganina, VIC, Australien
Buch Erstausgabe
Hardcover. Zustand: 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 Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
Verlag: John Wiley & Sons Limited, West Sussex, 2006
ISBN 10: 0471792519ISBN 13: 9780471792512
Anbieter: MARCIAL PONS LIBRERO, MADRID, Spanien
Buch
TAPA DURA. Zustand: New.
Verlag: John Wiley & Sons Inc, New York, 2006
ISBN 10: 0471792519ISBN 13: 9780471792512
Anbieter: CitiRetail, Stevenage, Vereinigtes Königreich
Buch Erstausgabe
Hardcover. Zustand: 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.
ISBN 10: 7121326396ISBN 13: 9787121326394
Anbieter: liu xing, Nanjing JiangSu, JS, China
Buch
paperback. Zustand: New. Paperback. Pub Date: 2017-10-01 Pages: 176 Language: Chinese Publisher: electronic industry press This book focuses on options implied volatility surface construction. let the readers to better understand the implied volatility surface. surface is volatility modeling is very * * and classic reader. basic research on volatility modeling all reference book. it.
Verlag: John Wiley & Sons, 2006
ISBN 10: 0471792519ISBN 13: 9780471792512
Anbieter: Books Puddle, New York, NY, USA
Buch
Zustand: New. pp. xxvii + 179 Index.
Verlag: John Wiley & Sons, 2006
ISBN 10: 0471792519ISBN 13: 9780471792512
Anbieter: moluna, Greven, Deutschland
Buch
Zustand: New. .I do recommend this book. (Zentralblatt MATH , Vol. 1118 2007/20)JIM GATHERAL is a Managing Director at Merrill Lynch and also an Adjunct Professor at the Courant Institute of Mathematical Sciences, New York University.Dr. Gatheral obtained a PhD.
Verlag: Springer, 2016
ISBN 10: 3319385127ISBN 13: 9783319385129
Anbieter: GreatBookPrices, Columbia, MD, USA
Buch
Zustand: New.
Verlag: Springer, 2016
ISBN 10: 3319385127ISBN 13: 9783319385129
Anbieter: booksXpress, Bayonne, NJ, USA
Buch Print-on-Demand
Soft Cover. Zustand: new. This item is printed on demand.
Verlag: Springer, 2015
ISBN 10: 3319116045ISBN 13: 9783319116044
Anbieter: GreatBookPrices, Columbia, MD, USA
Buch
Zustand: New.
Verlag: Springer, 2015
ISBN 10: 3319116045ISBN 13: 9783319116044
Anbieter: booksXpress, Bayonne, NJ, USA
Buch Print-on-Demand
Hardcover. Zustand: new. This item is printed on demand.
Verlag: Springer, 2015
ISBN 10: 3319116045ISBN 13: 9783319116044
Anbieter: Lucky's Textbooks, Dallas, TX, USA
Buch
Zustand: New.
Verlag: Springer, 2016
ISBN 10: 3319385127ISBN 13: 9783319385129
Anbieter: Lucky's Textbooks, Dallas, TX, USA
Buch
Zustand: New.
Verlag: Springer, 2016
ISBN 10: 3319385127ISBN 13: 9783319385129
Anbieter: Ria Christie Collections, Uxbridge, Vereinigtes Königreich
Buch Print-on-Demand
Zustand: New. PRINT ON DEMAND Book; New; Fast Shipping from the UK. No. book.
Verlag: Springer, 2015
ISBN 10: 3319116045ISBN 13: 9783319116044
Anbieter: Ria Christie Collections, Uxbridge, Vereinigtes Königreich
Buch Print-on-Demand
Zustand: New. PRINT ON DEMAND Book; New; Fast Shipping from the UK. No. book.
Verlag: Springer, 2016
ISBN 10: 3319385127ISBN 13: 9783319385129
Anbieter: GreatBookPricesUK, Castle Donington, DERBY, Vereinigtes Königreich
Buch
Zustand: New.
Verlag: Springer, 2015
ISBN 10: 3319116045ISBN 13: 9783319116044
Anbieter: GreatBookPricesUK, Castle Donington, DERBY, Vereinigtes Königreich
Buch
Zustand: New.
Verlag: Springer International Publishing Jun 2015, 2015
ISBN 10: 3319116045ISBN 13: 9783319116044
Anbieter: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Deutschland
Buch Print-on-Demand
Buch. Zustand: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Topics covered in this volume (large deviations, differential geometry, asymptotic expansions, central limit theorems) give a full picture of the current advances in the application of asymptotic methods in mathematical finance, and thereby provide rigorous solutions to important mathematical and financial issues, such as implied volatility asymptotics, local volatility extrapolation, systemic risk and volatility estimation. This volume gathers together ground-breaking results in this field by some of its leading experts.Over the past decade, asymptotic methods have played an increasingly important role in the study of the behaviour of (financial) models. These methods provide a useful alternative to numerical methods in settings where the latter may lose accuracy (in extremes such as small and large strikes, and small maturities), and lead to a clearer understanding of the behaviour of models, and of the influence of parameters on this behaviour.Graduate students, researchers and practitioners will find this book very useful, and the diversity of topics will appeal to people from mathematical finance, probability theory and differential geometry. 600 pp. Englisch.
Verlag: Springer International Publishing Okt 2016, 2016
ISBN 10: 3319385127ISBN 13: 9783319385129
Anbieter: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Deutschland
Buch Print-on-Demand
Taschenbuch. Zustand: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Topics covered in this volume (large deviations, differential geometry, asymptotic expansions, central limit theorems) give a full picture of the current advances in the application of asymptotic methods in mathematical finance, and thereby provide rigorous solutions to important mathematical and financial issues, such as implied volatility asymptotics, local volatility extrapolation, systemic risk and volatility estimation. This volume gathers together ground-breaking results in this field by some of its leading experts.Over the past decade, asymptotic methods have played an increasingly important role in the study of the behaviour of (financial) models. These methods provide a useful alternative to numerical methods in settings where the latter may lose accuracy (in extremes such as small and large strikes, and small maturities), and lead to a clearer understanding of the behaviour of models, and of the influence of parameters on this behaviour.Graduate students, researchers and practitioners will find this book very useful, and the diversity of topics will appeal to people from mathematical finance, probability theory and differential geometry. 600 pp. Englisch.
Verlag: Springer International Publishing, 2015
ISBN 10: 3319116045ISBN 13: 9783319116044
Anbieter: moluna, Greven, Deutschland
Buch Print-on-Demand
Gebunden. Zustand: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Is a unique comprehensive collection of asymptotic methods and mathematical tools that covers a wide range of topicsProvides interesting applications of large deviations, differential geometry, and stochastic analysis to practical financial proble.