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Knihy od autora Jim Gatheral

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The Volatility Surface

The Volatility Surface

Jim Gatheral, John Wiley & Sons (2006)
A Practitioner's Guide

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 between specific examples and general models... Zobraziť viac

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