Jim Gatheral
id:
jim-gatheral-311-4690094
title:
Jim Gatheral
text:
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 he published in 2006 a book The Volatility Surface based on a course he taught for six years at New York University, along with Nassim Taleb. More recently his work has moved in the direction of market microstructure, especially as applied to algorith
brand slug:
wiki
category slug:
encyclopedia
description:
original url:
https://en.wikipedia.org/wiki/Jim_Gatheral
date created:
date modified:
2021-12-24T05:39:15Z
main entity:
{"identifier":"Q6195172","url":"https://www.wikidata.org/entity/Q6195172"}
image:
fields total:
13
integrity:
13