The volatility surface a practitioner's guide

Gatheral, Jim

The volatility surface a practitioner's guide Jim Gatheral ; foreword by Nassim Nicholas Taleb - Hoboken, N.J John Wiley & Sons c2006 - xxvii, 179 p ill 24 cm - Wiley finance series .

Contine bibliografie si index

0471792519 (cloth) 9780471792512 (cloth)

2006009977


Options (Finance)--Prices--Mathematical models
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332.63/2220151922

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