MARC Record from marc_columbia

LEADER: 02245cam a22003854a 4500
001 5845167
005 20221121205714.0
008 060323t20062006njua b 001 0 eng
010 $a 2006009977
015 $aGBA655676$2bnb
016 7 $a013494741$2Uk
020 $a0471792519 (cloth)
024 3 $a9780471792512
035 $a(OCoLC)ocm65205069
035 $a(NNC)5845167
035 $a5845167
040 $aDLC$cDLC$dBAKER$dUKM$dC#P$dOrLoB-B
042 $apcc
050 00 $aHG6024.A3$bG38 2006
082 00 $a332.63/2220151922$22
100 1 $aGatheral, Jim,$d1957-$0http://id.loc.gov/authorities/names/n2006021924
245 14 $aThe volatility surface :$ba practitioner's guide /$cJim Gatheral ; foreword by Nassim Nicholas Taleb.
260 $aHoboken, N.J. :$bJohn Wiley & Sons,$c[2006], ©2006.
300 $axxvii, 179 pages :$billustrations ;$c24 cm.
336 $atext$btxt$2rdacontent
337 $aunmediated$bn$2rdamedia
490 1 $aWiley finance series
504 $aIncludes bibliographical references (p. 163-167) and index.
505 00 $gCh. 1.$tStochastic volatility and local volatility -- $gCh. 2.$tThe Heston model -- $gCh. 3.$tThe implied volatility surface -- $gCh. 4.$tThe Heston-Nandi model -- $gCh. 5.$tAdding jumps -- $gCh. 6.$tModeling default risk -- $gCh. 7.$tVolatility surface asymptotics -- $gCh. 8.$tDynamics of the volatility surface -- $gCh. 9.$tBarrier options -- $gCh. 10.$tExotic cliquets -- $gCh. 11.$tVolatility derivatives.
520 1 $a"Written by a practitioner for practitioners, The Volatility Surface examines why options are priced as they are and - starting from a powerful representation of implied volatility in terms of a weighted average of realized volatilities - explores the implications of various popular models for pricing."--BOOK JACKET.
650 0 $aOptions (Finance)$xPrices$xMathematical models.$0http://id.loc.gov/authorities/subjects/sh2010104480
650 0 $aStocks$xPrices$xMathematical models.$0http://id.loc.gov/authorities/subjects/sh2008112291
830 0 $aWiley finance series.$0http://id.loc.gov/authorities/names/n00091597
856 41 $3Table of contents$uhttp://www.loc.gov/catdir/toc/ecip0611/2006009977.html
852 00 $boff,bus$hHG6024.A3$iG38 2006