Читать книгу The Volatility Smile - Park Curry David - Страница 6

Emanuel Derman: Over the years I have benefited from enlightening conversations with, among many others, Iraj Kani, Mike Kamal, Joe Zou, the late Fischer Black, Peter Carr, Paul Wilmott, Nassim Taleb, Elie Ayache, Jim Gatheral, and Bruno Dupire. In particular, the influence of the work of Peter Carr and Paul Wilmott will be obvious in many chapters.

We thank Sebastien Bossu, Jesse Cole, and Tim Leung for helpful comments on the manuscript.