The Volatility Surface
Jim Gatheral
Reading Time
at 250 WPM3h 28m
The average reader, reading at a speed of 250 WPM, would take 3h 28m to read The Volatility Surface.
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7
days at 30 min/day
208
total minutes
The Volatility Surface
by Jim Gatheral
Published
2015
Publisher
Wiley & Sons, Limited, John
Pages
208
ISBN-13
9781119202073
Description
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
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Frequently Asked Questions
How many pages are in The Volatility Surface?
This edition of The Volatility Surface has approximately 208 pages. Please note, this is an estimate and the exact page count can vary between hardcover, paperback, and e-book versions.
How long does it take to read The Volatility Surface?
For most readers, The Volatility Surface typically takes between 4h 20m and 2h 53m to complete. This is based on the book's length of approximately 52,000 words and common reading speeds.
Here's a detailed breakdown: • Continuous reading at 250 WPM: approximately 3h 28m of focused reading • Casual reading (30 minutes/day): you could finish in roughly 7 days • Estimated word count: 52,000 words
Your individual reading time will vary based on your personal reading pace, the amount of daily reading time, and your familiarity with the subject matter.
What is the word count of The Volatility Surface?
The estimated word count for The Volatility Surface is approximately 52,000 words. This figure is calculated using industry-standard methods that consider genre-specific word density patterns, typical formatting and layout characteristics, and standard words-per-page ratios for published books.
This is an approximation — actual word count may vary based on font size, formatting, edition, and the presence of illustrations or charts.
Who is the author of The Volatility Surface?
The Volatility Surface was written by Jim Gatheral.
When was The Volatility Surface published?
The publication date for this specific edition is 2015. The original work may have been published on a different date.