Auteur: Jim Gatheral

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JIM GATHERAL is a Managing Director at Merrill Lynch and also an Adjunct Professor at the Courant Institute of Mathematical Sciences, New York University.Dr. Gatheral obtained a Ph D in theoretical physics from Cambridge Universityin 1983. Since then, he has been involved in all of the major derivative product areasas a bookrunner, risk manager, and quantitative analyst in London, Tokyo, and New York. From 1997 to 2005, Dr. Gatheral headed the Equity Quantitative Analytics group at Merrill Lynch. His current research focus is equity market microstructure and algorithmic trading. With a foreword by Nassim Nicholas Taleb Taleb is the Dean »s Professor in the Sciences of Uncertainty at the University of Massachusetts at Amherst. He is also author of Fooled by Randomness: The Hidden Role of Chance in Life and in the Markets (Random House, 2005).




3 Ebooks par Jim Gatheral

Jim Gatheral: The Volatility Surface
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 us …
PDF
Anglais
DRM
€47.99
Jim Gatheral: The Volatility Surface
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 us …
EPUB
Anglais
DRM
€47.99
Peter K. Friz & Jim Gatheral: Large Deviations and Asymptotic Methods in Finance
Topics covered in this volume (large deviations, differential geometry, asymptotic expansions, central limit theorems) give a full picture of the current advances in the application of …
PDF
Anglais
€149.79