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The Volatility Surface: A Practitioner's Guide (Wiley Finance) | 
| Author: Jim Gatheral
Creator: Nassim Nicholas Taleb
Publisher: John Wiley & Sons
Category: Book
List Price: £39.99
Buy New: £27.99
You Save: £12.00 (30%)
New (36) Used (7) from £23.45
Avg. Customer Rating:  3 reviews
Sales Rank: 99460
Media: Hardcover
Number Of Items: 1
Pages: 208
Shipping Weight (lbs): 0.8
Dimensions (in): 9 x 6.1 x 0.9
ISBN: 0471792519
Dewey Decimal Number: 332.632220151922
EAN: 9780471792512
ASIN: 0471792519
Publication Date: September 5, 2006
Shipping: Eligible for Super Saver Shipping
Availability: Usually dispatched within 24 hours
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| Customer Reviews:
Thank You Jim! January 11, 2007
2 out of 3 found this review helpful
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.
Simply the best! January 4, 2007
4 out of 5 found this review helpful
Too often we see authors unnecessarily overcomplicate mathematics. Gatheral on the other hand does the reverse. By taking a difficult subject and presenting in a wonderfully concise and pedagogic style he shares with the reader his deep knowledge of volatility. Such an important financial quantity which still appears to be shrouded in fear, Jim Gatheral uses his enviable blend of master practitioner and brilliant academic to combine both the real-world finance principles together with the underlying mathematics to demystify volatility.
The working is beautifully laid out, in a manner that is patient, friendly and approachable - and shows that quant finance need not look greek! This is the measure of a true genius!
As a teacher of mathematical finance, I have no hesitation in strongly recommending this book to students, researchers and practitioners in the field of derivatives.
Fantastic !!!! September 13, 2006
3 out of 14 found this review helpful
That's the best book about volatility I've ever read !
Even some people don't like the author, just jealousy, He changed deeply the way of working as quant at Merril.
Great book !
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