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  • The Volatility Surfaceby Jim Gatheral; Nassim Nicholas Taleb

    Wiley 2011; US$ 70.00

    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... more...

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