The Volatility Surface

The Volatility Surface
Author: Jim Gatheral
Publisher:
Total Pages: 179
Release: 2006
Genre: Options (Finance)
ISBN: 9781119202073


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The Volatility Surface
Language: en
Pages: 179
Authors: Jim Gatheral
Categories: Options (Finance)
Type: BOOK - Published: 2006 - Publisher:

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The Volatility Smile
Language: en
Pages: 528
Authors: Emanuel Derman
Categories: Business & Economics
Type: BOOK - Published: 2016-09-06 - Publisher: John Wiley & Sons

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The Volatility Smile The Black-Scholes-Merton option model was the greatest innovation of 20th century finance, and remains the most widely applied theory in al
Semiparametric Modeling of Implied Volatility
Language: en
Pages: 232
Authors: Matthias R. Fengler
Categories: Business & Economics
Type: BOOK - Published: 2005-12-19 - Publisher: Springer Science & Business Media

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This book offers recent advances in the theory of implied volatility and refined semiparametric estimation strategies and dimension reduction methods for functi
Advanced Equity Derivatives
Language: en
Pages: 180
Authors: Sebastien Bossu
Categories: Business & Economics
Type: BOOK - Published: 2014-05-19 - Publisher: John Wiley & Sons

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In Advanced Equity Derivatives: Volatility and Correlation, Sébastien Bossu reviews and explains the advanced concepts used for pricing and hedging equity exot
FX Options and Smile Risk
Language: en
Pages: 324
Authors: Antonio Castagna
Categories: Business & Economics
Type: BOOK - Published: 2010-02-12 - Publisher: John Wiley & Sons

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The FX options market represents one of the most liquid and strongly competitive markets in the world, and features many technical subtleties that can seriously