请大家推荐一些volatility方面的书 - Quant版 - 未名存档

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Quant版 - 请大家推荐一些volatility方面的书

相关主题
● [合集] Ask another earth question about volatility arbitrage	● 谁能推荐些介绍local volatility的书和paper
● [合集] Any good book on volatility arbitrage?	● 战五渣再问个implied volatility的问题
● [合集] 关于implied volatility和historical volatility	● [合集] a quick option question.
● 请问大家意见 flow trading(market making) vs prop trading firm	● 求教: how to standardize volatility
● implied volatility skew 的问题	● 请问SABR model重估计volatility
● 包子问 implied vola surface问题	● 关于Swaptions　Implied Volatility的问题
● 为什么option price 和expected return 无关？	● [合集] 请教 WorldQuant Hedge fund
● Gatheral's book "the volatility surface"	● 求Harrison和Kreps文章一篇

相关话题的讨论汇总
话题: volatility话题: 方面话题: many

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w******w 发帖数: 92	1 谢了先！
w******w 发帖数: 92	2 Any suggestion?
b*******s 发帖数: 14	3 The Volatility Surface by Jim Gatheral Inside Volatility Arbitrage by Alireza Javaheri 【在 w******w 的大作中提到】 : 谢了先！
w******w 发帖数: 92	4 Many thanks! 【在 b*******s 的大作中提到】 : The Volatility Surface by Jim Gatheral : Inside Volatility Arbitrage by Alireza Javaheri

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相关主题
● 求Harrison和Kreps文章一篇	● implied volatility skew 的问题
● [合集] 关于曾mm的回答	● 包子问 implied vola surface问题
● [合集] 请教offer选择	● 为什么option price 和expected return 无关？
● [合集] Career in risk management	● Gatheral's book "the volatility surface"
● [合集] Ask another earth question about volatility arbitrage	● 谁能推荐些介绍local volatility的书和paper
● [合集] Any good book on volatility arbitrage?	● 战五渣再问个implied volatility的问题
● [合集] 关于implied volatility和historical volatility	● [合集] a quick option question.
● 请问大家意见 flow trading(market making) vs prop trading firm	● 求教: how to standardize volatility

相关话题的讨论汇总
话题: volatility话题: 方面话题: many

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