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Dynamic Hedging
inbunden,
1997,
Engelska,
ISBN 9780471152804
Dynamic Hedging is the definitive source on derivatives risk. It provides a real-world methodology for managing portfolios containing any nonlinear security. It presents risks from …
The Volatility Surface
inbunden,
2006,
Engelska,
ISBN 9780471792512
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 …