Jim Gatheral – författare
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7 produkter
Rough Volatility
Av Christian Bayer, Peter K. Friz m. fl.
Häftad, 2024
1034 kr
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Volatility underpins financial markets by encapsulating uncertainty about prices, individual behaviors, and decisions and has traditionally been modeled as a semimartingale, with consequent scaling properties. This mathematical description has been an active topic of research for decades, however, …
Volatility Surface
A Practitioner''s Guide
Av Jim Gatheral
E-bok, 2006
730 kr
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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 …
Volatility Surface
A Practitioner's Guide
Av Jim Gatheral
Inbunden, 2006
558 kr
Lägg i varukorg
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 …
Volatility Surface
A Practitioner''s Guide
Av Jim Gatheral
E-bok, 2011
730 kr
Lägg i varukorg
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 …
Large Deviations and Asymptotic Methods in Finance
Av Peter K. Friz, Jim Gatheral m. fl.
Inbunden, 2015
1643 kr
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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 …
Large Deviations and Asymptotic Methods in Finance
Av Josef Teichmann, Antoine Jacquier m. fl.
E-bok, 2015
2111 kr
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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 …
Large Deviations and Asymptotic Methods in Finance
Av Peter K. Friz, Jim Gatheral m. fl.
Häftad, 2016
1643 kr
Lägg i varukorg
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 …
