Jim Gatheral
#175,467
Most Influential Person Now
British financial economist
Jim Gatheral's AcademicInfluence.com Rankings
Jim Gatheraleconomics Degrees
Economics
#4412
World Rank
#5002
Historical Rank
Financial Economics
#99
World Rank
#99
Historical Rank
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Economics
Why Is Jim Gatheral Influential?
(Suggest an Edit or Addition)According to Wikipedia, 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 algorithmic trading. He is the author of The Volatility Surface: A Practitioner's Guide.
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What Schools Are Affiliated With Jim Gatheral?
Jim Gatheral is affiliated with the following schools:
