--- product_id: 4197030 title: "The Volatility Surface: A Practitioner's Guide (Wiley Finance)" brand: "jim gatheral, nassim nicholas taleb" price: "€ 101.92" currency: EUR in_stock: true reviews_count: 13 url: https://www.desertcart.pt/products/4197030-the-volatility-surface-a-practitioners-guide-wiley-finance store_origin: PT region: Portugal --- # The Volatility Surface: A Practitioner's Guide (Wiley Finance) **Brand:** jim gatheral, nassim nicholas taleb **Price:** € 101.92 **Availability:** ✅ In Stock ## Quick Answers - **What is this?** The Volatility Surface: A Practitioner's Guide (Wiley Finance) by jim gatheral, nassim nicholas taleb - **How much does it cost?** € 101.92 with free shipping - **Is it available?** Yes, in stock and ready to ship - **Where can I buy it?** [www.desertcart.pt](https://www.desertcart.pt/products/4197030-the-volatility-surface-a-practitioners-guide-wiley-finance) ## Best For - jim gatheral, nassim nicholas taleb enthusiasts ## Why This Product - Trusted jim gatheral, nassim nicholas taleb brand quality - Free international shipping included - Worldwide delivery with tracking - 15-day hassle-free returns ## Description Praise for The Volatility Surface "I'm thrilled by the appearance of Jim Gatheral's new book The Volatility Surface. The literature on stochastic volatility is vast, but difficult to penetrate and use. Gatheral's book, by contrast, is accessible and practical. It successfully charts a middle ground between specific examples and general models--achieving remarkable clarity without giving up sophistication, depth, or breadth." --Robert V. Kohn, Professor of Mathematics and Chair, Mathematical Finance Committee, Courant Institute of Mathematical Sciences, New York University "Concise yet comprehensive, equally attentive to both theory and phenomena, this book provides an unsurpassed account of the peculiarities of the implied volatility surface, its consequences for pricing and hedging, and the theories that struggle to explain it." --Emanuel Derman, author of My Life as a Quant "Jim Gatheral is the wiliest practitioner in the business. This very fine book is an outgrowth of the lecture notes prepared for one of the most popular classes at NYU's esteemed Courant Institute. The topics covered are at the forefront of research in mathematical finance and the author's treatment of them is simply the best available in this form." --Peter Carr, PhD, head of Quantitative Financial Research, Bloomberg LP Director of the Masters Program in Mathematical Finance, New York University "Jim Gatheral is an acknowledged master of advanced modeling for derivatives. In The Volatility Surface he reveals the secrets of dealing with the most important but most elusive of financial quantities, volatility." --Paul Wilmott, author and mathematician "As a teacher in the field of mathematical finance, I welcome Jim Gatheral's book as a significant development. Written by a Wall Street practitioner with extensive market and teaching experience, The Volatility Surface gives students access to a level of knowledge on derivatives which was not previously available. I strongly recommend it." --Marco Avellaneda, Director, Division of Mathematical Finance Courant Institute, New York University "Jim Gatheral could not have written a better book." --Bruno Dupire, winner of the 2006 Wilmott Cutting Edge Research Award Quantitative Research, Bloomberg LP ## Technical Specifications | Specification | Value | |---------------|-------| | Dimensions | 6.24 x 0.66 x 9.24 inches | | Edition | 1st | | Isbn 10 | 0471792519 | | Isbn 13 | 978-0471792512 | | Item Weight | 2.31 pounds | | Language | English | | Print Length | 208 pages | | Publication Date | September 11, 2006 | | Publisher | Wiley | ## Images ![The Volatility Surface: A Practitioner's Guide (Wiley Finance) - Image 1](https://m.media-amazon.com/images/I/61vC6EkjKsL.jpg) ![The Volatility Surface: A Practitioner's Guide (Wiley Finance) - Image 2](https://m.media-amazon.com/images/I/81WMIxXXs9L.jpg) ![The Volatility Surface: A Practitioner's Guide (Wiley Finance) - Image 3](https://m.media-amazon.com/images/I/61l4RI9BYkL.jpg) ![The Volatility Surface: A Practitioner's Guide (Wiley Finance) - Image 4](https://m.media-amazon.com/images/I/31tMNIWA-VL.jpg) ## Available Options This product comes in different **Format** options. ## Customer Reviews ### ⭐⭐⭐⭐⭐ everything is fine *by on Reviewed in the United States October 24, 2025* Pretty fast delivery. product as described. ### ⭐⭐⭐⭐⭐ Insightful guide to volatility modeling *by on Reviewed in the United States November 22, 2013* Jim Gatheral's book offers an expertly presented practitioner's perspective on modeling implied option volatility in the context of equity derivatives. The author, a leading expert and practitioner in the area, introduces the reader to the industry standard models (Heston, SVI, SABR), and shows how to make the complex math of these models work on trading desks.The book dispenses with the technical niceties that go with advanced theory of stochastic processes, and instead focuses on the meat of the problem. That allows the author to tell the story on 180 pages, each of which is packed with information and insight. ### ⭐⭐⭐⭐⭐ The BEST! *by on Reviewed in the United States October 28, 2017* I am taking Prof. Gatheral's class. He is the best instructor I have ever studied with. Without any doubt, he is very professional in volatility modeling. This book is very concise with many practitioner's views which you might not see in the academia. He also keeps updating his lecture notes with cutting-edge research so I hope someday he would publish a second edition.F.C, New York ## Frequently Bought Together - The Volatility Surface: A Practitioner's Guide - The Volatility Smile (Wiley Finance) - Dynamic Hedging: Managing Vanilla and Exotic Options --- ## Why Shop on Desertcart? - 🛒 **Trusted by 1.3+ Million Shoppers** — Serving international shoppers since 2016 - 🌍 **Shop Globally** — Access 737+ million products across 21 categories - 💰 **No Hidden Fees** — All customs, duties, and taxes included in the price - 🔄 **15-Day Free Returns** — Hassle-free returns (30 days for PRO members) - 🔒 **Secure Payments** — Trusted payment options with buyer protection - ⭐ **TrustPilot Rated 4.5/5** — Based on 8,000+ happy customer reviews **Shop now:** [https://www.desertcart.pt/products/4197030-the-volatility-surface-a-practitioners-guide-wiley-finance](https://www.desertcart.pt/products/4197030-the-volatility-surface-a-practitioners-guide-wiley-finance) --- *Product available on Desertcart Portugal* *Store origin: PT* *Last updated: 2026-10-31*