Customer Reviews
Thank You Jim! - By: mit, 11 Jan 2007 
Excellent book. I used Jim's lecture notes before the book was published, they were (and still are) the best notes for equity quants. The book essentiallly contains published lecture notes & I bought it as an aknowledgment to his contribution to equity quant comunity.
Simply the best! - By: Riaz Ahmad, 04 Jan 2007 Too often we see authors unnecessarily overcomplicate mathematics. Gatheral on the other hand does the reverse. By taking a difficult subject & presenting in a wonderfully concise & pedagogic style he shares with the reader his deep knowledge of volatility. Such an important financial quantity which still appears to be shrouded in fear, Jim Gatheral uses his enviable blend of master practitioner & brilliant academic to combine both the real-world finance principles together with the underlying mathematics to demystify volatility.
The working is beautifully laid out, in a manner that is patient, friendly & approachable - & shows that quant finance need not look greek! This is the measure of a true genius!
As a teacher of mathematical finance, I have no hesitation in strongly recommending this book to students, researchers & practitioners in the field of derivatives.
Fantastic !!!! - By: John Mary, 13 Sep 2006 That's the best book about volatility I've ever read !
Even some people don't like the author, just jealousy, He changed deeply the way of working as quant at Merril.
Great book !
