The Volatility Surface: A Practitioner's Guide (Wiley Finance) |
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 | Excellent book. I used Jim's lecture notes before the book was published, they were (and still are) the best notes for equity quants. The book essentially contains published lecture notes and I bought it as an aknowledgment to his contribution to equity quant comunity. read more.
Written by Jim Gatheral.
Published 05 September 2006.
Published by John Wiley & Sons.
rrp £39.99.
208 pages Hardcover.
ISBN: 0471792519
ISBN-13: 9780471792512 | |
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