资源描述:
《The Volatility Surface-A Practitioner's Guide》由会员上传分享,免费在线阅读,更多相关内容在学术论文-天天文库。
1、TheVolatilitySurfaceAPractitioner’sGuideJIMGATHERALForewordbyNassimNicholasTalebJohnWiley&Sons,Inc.FurtherPraiseforTheVolatilitySurfaceAsanexperiencedpractitioner,JimGatheralsucceedsadmirablyincom-bininganaccessibleexpositionofthefoundationsofstochasticvolatilitymodelingwithvaluablegui
2、danceonthecalibrationandimplementationofleadingvolatilitymodelsinpractice.EckhardPlaten,ChairinQuantitativeFinance,UniversityofTechnology,SydneyDr.JimGatheralisoneofWallStreetsverybestregardingthepracticaluseandunderstandingofvolatilitymodeling.TheVolatilitySurfacereflectshisin-depthkno
3、wledgeaboutlocalvolatility,stochasticvolatility,jumps,thedynamicofthevolatilitysurfaceandhowitaffectsstandardoptions,exoticoptions,varianceandvolatilityswaps,andmuchmore.Ifyouareinterestedinvolatilityandderivatives,youneedthisbook!EspenGaarderHaug,optiontrader,andauthortoTheCompleteGui
4、detoOptionPricingFormulasAnybodywhoisinterestedingoingbeyondBlack-Scholesshouldreadthisbook.AndanybodywhoisnotinterestedingoingbeyondBlack-Scholesisntgoingfar!MarkDavis,ProfessorofMathematics,ImperialCollegeLondonThisbookprovidesacomprehensivetreatmentofsubjectsessentialforanyoneworkin
5、ginthefieldofoptionpricing.Manytechnicaltopicsarepresentedinanelegantandintuitivelyclearway.Itwillbeindispensablenotonlyattradingdesksbutalsoforteachingcoursesonmodernderivativesandwilldefinitelyserveasasourceofinspirationfornewresearch.AnnaShepeleva,VicePresident,INGGroupFoundedin1807,J
6、ohnWiley&SonsistheoldestindependentpublishingcompanyintheUnitedStates.WithofficesinNorthAmerica,Europe,Australia,andAsia,Wileyisgloballycommittedtodevelopingandmarket-ingprintandelectronicproductsandservicesforourcustomersprofessionalandpersonalknowledgeandunderstanding.TheWileyFinances
7、eriescontainsbookswrittenspecificallyforfinanceandinvestmentprofessionalsaswellassophisticatedindividualinvestorsandtheirfinancialadvisors.Booktopicsrangefromportfoliomanagementtoe-commerce,riskmanagement,financialengineering,valuation,andfinancialinstrumentanalysis,aswellasmuchmore.Foral