Gatheral, Jim books & textbook
The Volatility Surface: A Practitioner's Guide
Gatheral, Jim Taleb, Nassim Nicholas
Wiley /2006-08-28 Hardcover / 208 Pages
isbn-10: 0471792519 / isbn-13: 9780471792512
Rough Volatility
Peter K. Friz Christian Bayer Masaaki Fukasawa Jim Gatheral Mathieu Rosenbaum Antoine Jacquier Christian Bayer Peter K. Friz Masaaki Fukasawa Jim Gatheral Antoine Jacquier Mathieu Rosenbaum
SIAM - Society for Industrial and Applied Mathematics /2023-12-18 Paperback / 291 Pages
isbn-10: 1611977770 / isbn-13: 9781611977776
Large Deviations and Asymptotic Methods in Finance (Springer Proceedings in Mathematics & Statistics, 110)
Friz, Peter K. Gatheral, Jim Gulisashvili, Archil Jacquier, Antoine Teichmann, Josef
Springer /2015-06-29 Hardcover / 599 Pages
isbn-10: 3319116045 / isbn-13: 9783319116044
