numerology

Numerology information Gatheral:

numerologyName Number: 9 Meaning: Divine, God, Goodness, Truth, Unconditional love, Gift, Free will, Ideal, Whole, Endless

books

Books about Gatheral:

booksThe Volatility Surface: A Practitioner's Guide (Wiley Finance) 1st (first) Edition by Gatheral, Jim published... (0001)

booksBy Jim Gatheral The Volatility Surface: A Practitioner's Guide (1st Edition) by Jim Gatheral (Sep 12, 2006)

booksThe Volatility Surface: A Practitioner's Guide (Wiley Finance) by Gatheral, Jim, Taleb, Nassim Nicholas (2006)... (1000)

booksThe Volatility Surface: A Practitioner's Guide (Wiley Finance) by Gatheral, Jim, Taleb, Nassim Nicholas (2006)... by Jim, Taleb, Nassim Nicholas Gatheral (1010)

booksThe Volatility Surface: A Practitioner's Guide by Gatheral, Jim (2006) Hardcover (1111)

wiki

Wiki information Gatheral:

Jim Gatheral
Businessperson, Person

Jim Gatheral is a researcher in the field of mathematical finance, who has contributed to the study of volatility as applied to the pricing and risk management of derivatives. A recurrent subject in his books and papers is the volatility smile, and...

SVJ

SVJ or the Stochastic Volatility Jump model is a model suggested by Jim Gatheral. This is a model that fits the observed implied volatility surface well. The model is a Heston process with an added Merton log-normal jump.