Praise for The Volatility Surface
"I′m thrilled by the appearance of Jim Gatheral′s new book The Volatility Surface. 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––achieving remarkable clarity without giving up sophistication, depth, or breadth."
––Robert V. Kohn, Professor of Mathematics and Chair, Mathematical Finance Committee, Courant Institute of Mathematical Sciences, New York University
"Concise yet comprehensive, equally attentive to both theory and phenomena, this book provides an unsurpassed account of the peculiarities of the implied volatility surface, its consequences for pricing and hedging, and the theories that struggle to explain it."
––Emanuel Derman, author of My Life as a Quant
"Jim Gatheral is the wiliest practitioner in the business. This very fine book is an outgrowth of the lecture notes prepared for one of the most popular classes at NYU′s esteemed Courant Institute. The topics covered are at the forefront of research in mathematical finance and the author′s treatment of them is simply the best available in this form."
––Peter Carr, PhD, head of Quantitative Financial Research, Bloomberg LP Director of the Masters Program in Mathematical Finance, New York University
"Jim Gatheral is an acknowledged master of advanced modeling for derivatives. In The Volatility Surface he reveals the secrets of dealing with the most important but most elusive of financial quantities, volatility."
––Paul Wilmott, author and mathematician
"As a teacher in the field of mathematical finance, I welcome Jim Gatheral′s book as a significant development. Written by a Wall Street practitioner with extensive market and teaching experience, The Volatility Surface gives students access to a level of knowledge on derivatives which was not previously available. I strongly recommend it."
––Marco Avellaneda, Director, Division of Mathematical Finance Courant Institute, New York University
"Jim Gatheral could not have written a better book."
––Bruno Dupire, winner of the 2006 Wilmott Cutting Edge Research Award Quantitative Research, Bloomberg LP
对表面波动的赞美
“吉姆·加瑟拉尔(Jim Gatheral)的新书《波动率表面》(The Volatility Surface)的出现令我感到振奋。有关随机波动性的文献非常丰富,但难以渗透和使用。相比之下,盖瑟尔尔的书既实用又实用。它成功地绘制了图表在特定示例和通用模型之间居于中间地位–可以在不放弃复杂性,深度或广度的情况下实现明显的清晰度。”
––Robert V. Kohn,纽约大学库兰特数学科学研究所数学教授兼数学财务委员会主席
“简洁而全面,同时兼顾理论和现象,本书对隐含波动率表面的特殊性,其对定价和对冲的影响以及难以解释的理论提供了无与伦比的说明。”––Emanuel Derman,《量化人生》的作者
“ Jim Gatheral是该行业中最灵活的从业者。这本非常好的书是为纽约大学著名的库兰特学院最受欢迎的课程之一准备的讲义的产物。这些主题位于数学金融研究的最前沿而作者对它们的处理就是这种形式中最好的。”––Peter Carr博士,彭博社有限责任公司量化金融研究主管,纽约大学数学金融硕士课程主任
“ Jim Gatheral是公认的高级衍生模型大师。在《波动率表面》中,他揭示了处理最重要但最难以捉摸的金融数量波动性的秘密。”––Paul Wilmott,作家和数学家
“作为数学金融领域的老师,我欢迎吉姆·加瑟勒尔(Jim Gatheral)的著作取得重大进展。由具有广泛市场和教学经验的华尔街从业者撰写,The Volatility Surface使学生获得了一定的衍生知识知识,以前没有可用。我强烈推荐。”-纽约大学数学金融库恩研究所所长Marco Avellaneda
“吉姆·加瑟尔(Jim Gatheral)不可能写出更好的书。”-布鲁诺·杜比(Bruno Dupire),2006年威尔莫特尖端研究奖定量研究奖得主,彭博社
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