The volatility surface : a practitioner's guide
Jim Gatheral ; Foreword by Nassim Nicholas Taleb
| Year of publication: |
[2006]
|
|---|---|
| Authors: | Gatheral, Jim |
| Other Persons: | Taleb, Nassim Nicholas (preface) |
| Publisher: |
Hoboken : John Wiley & Sons, Inc. |
| Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Black-Scholes-Modell | Black-Scholes model | Theorie | Theory | Finanzmathematik | Stochastik | Optionspreis | Mathematisches Modell |
| Description of contents: | Table of Contents [gbv.de] ; Table of Contents [loc.gov] ; Description [loc.gov] ; Description [loc.gov] |
| Extent: | xxvii, 179 Seiten Diagramme 24 cm |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Handbuch ; Handbook |
| Language: | English |
| Notes: | Literaturverzeichnis: Seite 163 - 167 |
| ISBN: | 0-471-79251-9 ; 978-0-471-79251-2 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003297680