Option Valuation under Stochastic Volatility, Lewis

Alan · October 13th, 2007, 2:37 pm

Hi, thanks for checking -- still targeting this year and typing is happening.

Apprentice · October 18th, 2007, 11:11 am

Great !

ephraimscu · July 1st, 2008, 5:30 pm

Hi Alan, any news about your new book?

Alan · July 2nd, 2008, 4:32 pm

Hi,Thanks for checking.Currently, trying to complete a chapter on spectral methods for stochastic volatility models -- nothing else to report.

tamzam · August 24th, 2008, 3:04 am

Hi Alan,Any news with the 2nd volume of your book?I am sure many of your readers are awaiting to pounce for the new book T

Alan · August 25th, 2008, 1:44 am

Hi,Still working on that same chapter I mentioned before.It is a difficult one, but once done, the remaining material shouldn't be as hard to complete.

TraderJoe · August 25th, 2008, 2:50 am

Take your time Al. We want quality, not quantity.

unkpath · August 27th, 2008, 1:00 am

QuoteOriginally posted by: TraderJoeTake your time Al. We want quality, not quantity.hahaha, wish one could say that about you. 10800 posts, mostly small talk...

agnoatto · February 6th, 2014, 11:49 am

I am wondering if there is any update on the new book. I found the first one inspiring, so I am very curious.

Alan · February 6th, 2014, 1:30 pm

Thanks for the kind comments and asking. I'm mainly editting it down to reduce the page count.Then, have to send it out to a few people for comments, get the cover done and print it. Let's say 6 months for all that, as my current best guess.

piterbarg · February 12th, 2014, 11:02 am

are you publishing it yourself?

Alan · February 13th, 2014, 4:23 am

sure, same as the last one; my imprint: Finance Press

piterbarg · February 13th, 2014, 8:10 am

so why are you cutting pages then?

Alan · February 13th, 2014, 1:37 pm

My feeling is that I should be able to say what I want to say in 350-400 pages,I am including some earlier writings (such as my Wilmott magazine 'Algorithm' articles), so this means some newer material needs to be reduced.

Cuchulainn · February 14th, 2014, 9:01 am

"I have only made this letter longer because I have not had the time to make it shorter."― Blaise Pascal, The Provincial Letters (Letter 16, 1657)