The Volatility Surface
A Practitioner's Guide (Wiley Finance)
Jim Gatheral · 2006 · John Wiley & Sons
The Volatility Surface provides an in-depth exploration of the mathematical models and practical applications of volatility in derivatives trading. Authored by Jim Gatheral, this guide is essential for practitioners seeking to understand the complexities of pricing and managing options in financial markets.
- Derivatives
- Quantitative finance
- Risk management