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Quant版 - Gatheral's book "the volatility surface"
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话题: book话题: gatheral话题: volatility话题: typos话题: surface
进入Quant版参与讨论
1 (共1页)
r**a
发帖数: 536
1
Who has the complete list of corrections? I hate this book. There are too
many typos.
x******a
发帖数: 6336
2
Gatheral's webpage?

【在 r**a 的大作中提到】
: Who has the complete list of corrections? I hate this book. There are too
: many typos.

s******e
发帖数: 1751
3
second this.
r**a
发帖数: 536
4
That one is definitely not a complete list :(
I remember you asked a question before about some derivation in this book. I
found a typo of the derivation of author when I answered your question.
There are some other typos like this, which are not contained in the list
author offered.
Actually, I wonder how these kinds of books are published. Did the author or
someone else not use it to teach before getting published?

【在 x******a 的大作中提到】
: Gatheral's webpage?
L**********u
发帖数: 194
5
My friends told me that this is a great book and the author has both
academical and industrial background which
has been shown in this book.
r**a
发帖数: 536
6
The contents are good. But the words and proofs are not carefully treated. I
do not know the procedure of publishing a book. But it is hard to imagine
that you can get such a paper with lots of typos published. I also saw a
similar complain on Amazon.

【在 L**********u 的大作中提到】
: My friends told me that this is a great book and the author has both
: academical and industrial background which
: has been shown in this book.

x******a
发帖数: 6336
7
it is really nothing compared with Lieberman's 'Second order parabolic
differential equations'

I

【在 r**a 的大作中提到】
: The contents are good. But the words and proofs are not carefully treated. I
: do not know the procedure of publishing a book. But it is hard to imagine
: that you can get such a paper with lots of typos published. I also saw a
: similar complain on Amazon.

L**********u
发帖数: 194
8
Do not trust the author says in the book.
do it by yourself and treat the book as a hint to solve the problems
hehe
r**a
发帖数: 536
9
yes, I guess it is the only way to understand his exact meaning.

【在 L**********u 的大作中提到】
: Do not trust the author says in the book.
: do it by yourself and treat the book as a hint to solve the problems
: hehe

w******i
发帖数: 503
10
met Gatheral before, he smells like a Hu You.
l*****i
发帖数: 3929
11
这本书本来就是个bibliography,不要太认真了

【在 r**a 的大作中提到】
: Who has the complete list of corrections? I hate this book. There are too
: many typos.

1 (共1页)
进入Quant版参与讨论
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请问理工科背景是如何学习金融基本概念的求教: how to standardize volatility
请大家推荐一些volatility方面的书请问SABR model重估计volatility
谁能推荐些介绍local volatility的书和paper关于Swaptions Implied Volatility的问题
战五渣再问个implied volatility的问题[HK]Equity Derivatives Research Quant
Derivative标准化就不妙了[合集] 请问什么是derivative desk?
相关话题的讨论汇总
话题: book话题: gatheral话题: volatility话题: typos话题: surface