Gatheral, Jim, 1957-....
Gatheral, Jim
Jim Gatheral
VIAF ID: 164913225 ( Personal )
Permalink: http://viaf.org/viaf/164913225
Preferred Forms
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- 100 1 _ ‡a Gatheral, Jim ‡d 1957-
- 100 1 _ ‡a Gatheral, Jim, ‡d 1957-
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- 100 1 _ ‡a Gatheral, Jim, ‡d 1957-
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- 100 1 _ ‡a Gatheral, Jim, ‡d 1957-....
- 100 0 _ ‡a Jim Gatheral
4xx's: Alternate Name Forms (2)
5xx's: Related Names (5)
- 510 2 _ ‡a Baruch College
- 510 2 _ ‡a Bernard M. Baruch College ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Merrill Lynch, Pierce, Fenner & Smith (New York, NY)
- 510 2 _ ‡a Merrill Lynch, Pierce, Fenner & Smith ‡g New York, NY ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a University of Cambridge ‡b Department of Applied Mathematics and Theoretical Physics
Works
Title | Sources |
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Feedback effects in finance : applications to optimal execution and volatility modeling. | |
Heterogeneous agents and price formation on financial markets. | |
Large deviations and asymptotic methods in finance | |
Modélisation Stochastique des carnets d'ordres | |
Risk management in insurance companies : a financial markets approach. | |
Rough volatility | |
Stochastic order book modelling. | |
The volatility surface : a practitioner's guide |