The Volatility Surface: A Practitioner's Guide (Used Hardcover) - Jim Gatheral

This book concerns itself with understanding the volatility surface; that is, why options are priced as they are and what it is that analysis of stock returns can tell us about how options ought to be priced. Throughout the book, the importance of examining different dynamical assumptions is stressed as is the importance of building intuition in general. 

Published 2006 John Wiley & Sons

179 pages

6.25" X 9.25"

Condition: This book is in Like New Condition. The pages and cover are clean, unmarked and unworn.