LECTURE SLIDES

Implied Volatility from Local Volatility
Jim Gatheral
Baruch College, CUNY

This web presentation contains the slides of a lecture given at the Fields Institute on May 24, 2010 as part of the Workshop on Financial Derivatives and Risk Management.

You may browse the slides in the presentation (a browser capable of displaying PNG graphics is required). Or, you may download a higher-resolution printer-ready version in PDF format (requires Acrobat Reader).

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