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Book Categories |
| Ch. 1 | Stochastic volatility and local volatility | 1 |
| Ch. 2 | The Heston model | 15 |
| Ch. 3 | The implied volatility surface | 25 |
| Ch. 4 | The Heston-Nandi model | 43 |
| Ch. 5 | Adding jumps | 50 |
| Ch. 6 | Modeling default risk | 74 |
| Ch. 7 | Volatility surface asymptotics | 87 |
| Ch. 8 | Dynamics of the volatility surface | 101 |
| Ch. 9 | Barrier options | 107 |
| Ch. 10 | Exotic cliquets | 122 |
| Ch. 11 | Volatility derivatives | 133 |
| Price | Condition | Delivery | Seller | Action |
| $99.99 | Digital |
| WonderClub |
Gilberto Salomão Junior
reviewed Volatility Surface: A Practitioner's Guide on April 11, 2013
Volatility Surface: A Practitioner's Guide
I skimmed it, it's a math textbook and honestly I don't care that much about the theoretical math of stock option volatility simply because the prices are what the market makers post, regardless of theory, so I skimmed it for Nassim Taleb's forward and then any bits of information I could distill from the results. It was decent if you are a major/exotic option practitioner there's a lot of useful math in here :)
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