books by Jim Gatheral
books:
Jim Gatheral
The Volatility Surface: A Practitioner's Guide (Wiley Finance)
Jim Gatheral
Wiley
, 2006
Applying models to the real world
The book is a great guide to understanding the different models used on Wall Street to capture the intricacies of modeling and pricing derivatives. The books focus of using models as a tool and NOT a solution is a great reminder to both traders and salespeople. This ...
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The Volatility Surface: A Practitioner's Guide (Wiley Finance)
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