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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 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 Bohemian Republic
In the mid-nineteenth century successive cultural Bohemias were proclaimed in Paris, London, New York, and Melbourne. Focusing on networks and borders as the central modes of analysis, this book charts for the first time Bohemia’s cross-Channel, transatlantic, and trans-Pacific migrations, locating its creative expressions and social practices within a global context of ideas and action. Though the story of Parisian Bohemia has been comprehensively told, much less is known of its Anglophone translations. The Bohemian Republic offers a radical reinterpretation of the phenomenon, as the neglected lives and works of British, Irish, American, and Australian Bohemians are reassessed, the transn...
Rough Volatility
Volatility underpins financial markets by encapsulating uncertainty about prices, individual behaviors, and decisions and has traditionally been modeled as a semimartingale, with consequent scaling properties. The mathematical description of the volatility process has been an active topic of research for decades; however, driven by empirical estimates of the scaling behavior of volatility, a new paradigm has emerged, whereby paths of volatility are rougher than those of semimartingales. According to this perspective, volatility behaves essentially as a fractional Brownian motion with a small Hurst parameter. The first book to offer a comprehensive exploration of the subject, Rough Volatility...
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 asymptotic methods in mathematical finance, and thereby provide rigorous solutions to important mathematical and financial issues, such as implied volatility asymptotics, local volatility extrapolation, systemic risk and volatility estimation. This volume gathers together ground-breaking results in this field by some of its leading experts. Over the past decade, asymptotic methods have played an increasingly important role in the study of the behaviour of (financial) models. These methods provide a useful alternative to numerical methods in settings where the latter may lose accuracy (in extremes such as small and large strikes, and small maturities), and lead to a clearer understanding of the behaviour of models, and of the influence of parameters on this behaviour. Graduate students, researchers and practitioners will find this book very useful, and the diversity of topics will appeal to people from mathematical finance, probability theory and differential geometry.
The Bohemian Republic
In the mid-nineteenth century successive cultural Bohemias were proclaimed in Paris, London, New York, and Melbourne. Focusing on networks and borders as the central modes of analysis, this book charts for the first time Bohemia’s cross-Channel, transatlantic, and trans-Pacific migrations, locating its creative expressions and social practices within a global context of ideas and action. Though the story of Parisian Bohemia has been comprehensively told, much less is known of its Anglophone translations. The Bohemian Republic offers a radical reinterpretation of the phenomenon, as the neglected lives and works of British, Irish, American, and Australian Bohemians are reassessed, the transn...
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 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 ...
Post Office Glasgow Directory
Reprint of the original, first published in 1872. The publishing house Anatiposi publishes historical books as reprints. Due to their age, these books may have missing pages or inferior quality. Our aim is to preserve these books and make them available to the public so that they do not get lost.
