The Volatility Surface-A Practitioner's Guide

The Volatility Surface-A Practitioner's Guide

ID:39409005

大?。?.63 MB

頁數(shù):210頁

時間:2019-07-02

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1、TheVolatilitySurfaceAPractitioner’sGuideJIMGATHERALForewordbyNassimNicholasTalebJohnWiley&Sons,Inc.FurtherPraiseforTheVolatilitySurfaceAsanexperiencedpractitioner,JimGatheralsucceedsadmirablyincom-bininganaccessibleexpositionofthefoundationsofstochasticvolatilitymodelingwithvaluablegui

2、danceonthecalibrationandimplementationofleadingvolatilitymodelsinpractice.EckhardPlaten,ChairinQuantitativeFinance,UniversityofTechnology,SydneyDr.JimGatheralisoneofWallStreetsverybestregardingthepracticaluseandunderstandingofvolatilitymodeling.TheVolatilitySurfacere?ectshisin-depthkno

3、wledgeaboutlocalvolatility,stochasticvolatility,jumps,thedynamicofthevolatilitysurfaceandhowitaffectsstandardoptions,exoticoptions,varianceandvolatilityswaps,andmuchmore.Ifyouareinterestedinvolatilityandderivatives,youneedthisbook!EspenGaarderHaug,optiontrader,andauthortoTheCompleteGui

4、detoOptionPricingFormulasAnybodywhoisinterestedingoingbeyondBlack-Scholesshouldreadthisbook.AndanybodywhoisnotinterestedingoingbeyondBlack-Scholesisntgoingfar!MarkDavis,ProfessorofMathematics,ImperialCollegeLondonThisbookprovidesacomprehensivetreatmentofsubjectsessentialforanyoneworkin

5、ginthe?eldofoptionpricing.Manytechnicaltopicsarepresentedinanelegantandintuitivelyclearway.Itwillbeindispensablenotonlyattradingdesksbutalsoforteachingcoursesonmodernderivativesandwillde?nitelyserveasasourceofinspirationfornewresearch.AnnaShepeleva,VicePresident,INGGroupFoundedin1807,J

6、ohnWiley&SonsistheoldestindependentpublishingcompanyintheUnitedStates.Withof?cesinNorthAmerica,Europe,Australia,andAsia,Wileyisgloballycommittedtodevelopingandmarket-ingprintandelectronicproductsandservicesforourcustomersprofessionalandpersonalknowledgeandunderstanding.TheWileyFinances

7、eriescontainsbookswrittenspeci?callyfor?nanceandinvestmentprofessionalsaswellassophisticatedindividualinvestorsandtheir?nancialadvisors.Booktopicsrangefromportfoliomanagementtoe-commerce,riskmanagement,?nancialengineering,valuation,and?nancialinstrumentanalysis,aswellasmuchmore.Foral

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