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The volatility surface
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by: Jim Gatheral,Nassim Nicholas Taleb Jim has given round six of these lectures on volatility modeling at the Courant Institute of New York University, slowly purifying these notes. I witnessed and became addicted to their slow maturation from the first time he jotted down these equations during the winter of 2000, to the most recent one in the spring of 2006. It was similar to the progressive distillation of good alcohol: exactly seven times; at every new stage you can see the text gaining in crispness, clarity, and concision. Like Jim’s lectures, these chapters are to the point, with maximal simplicity though never less than warranted by the topic, devoid of fluff and side distractions, delivering the exact subject without any attempt to boast his (extraordinary) technical skills ...
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esmaeel Feizi
آپلود شده توسط: esmaeel Feizi
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اطلاعات نسخه الکترونیکی
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