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Option Valuation under Stochastic Volatility, Lewis
Posted: October 13th, 2007, 2:37 pm
by Alan
Hi, thanks for checking -- still targeting this year and typing is happening.
Option Valuation under Stochastic Volatility, Lewis
Posted: October 18th, 2007, 11:11 am
by Apprentice
Great !
Option Valuation under Stochastic Volatility, Lewis
Posted: July 1st, 2008, 5:30 pm
by ephraimscu
Hi Alan, any news about your new book?
Option Valuation under Stochastic Volatility, Lewis
Posted: July 2nd, 2008, 4:32 pm
by Alan
Hi,Thanks for checking.Currently, trying to complete a chapter on spectral methods for stochastic volatility models -- nothing else to report.
Option Valuation under Stochastic Volatility, Lewis
Posted: August 24th, 2008, 3:04 am
by tamzam
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
Option Valuation under Stochastic Volatility, Lewis
Posted: August 25th, 2008, 1:44 am
by Alan
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.
Option Valuation under Stochastic Volatility, Lewis
Posted: August 25th, 2008, 2:50 am
by TraderJoe
Take your time Al. We want quality, not quantity.
Option Valuation under Stochastic Volatility, Lewis
Posted: August 27th, 2008, 1:00 am
by unkpath
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...
Option Valuation under Stochastic Volatility, Lewis
Posted: February 6th, 2014, 11:49 am
by agnoatto
I am wondering if there is any update on the new book. I found the first one inspiring, so I am very curious.
Option Valuation under Stochastic Volatility, Lewis
Posted: February 6th, 2014, 1:30 pm
by Alan
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.
Option Valuation under Stochastic Volatility, Lewis
Posted: February 12th, 2014, 11:02 am
by piterbarg
are you publishing it yourself?
Option Valuation under Stochastic Volatility, Lewis
Posted: February 13th, 2014, 4:23 am
by Alan
sure, same as the last one; my imprint: Finance Press
Option Valuation under Stochastic Volatility, Lewis
Posted: February 13th, 2014, 8:10 am
by piterbarg
so why are you cutting pages then?
Option Valuation under Stochastic Volatility, Lewis
Posted: February 13th, 2014, 1:37 pm
by Alan
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.
Option Valuation under Stochastic Volatility, Lewis
Posted: February 14th, 2014, 9:01 am
by Cuchulainn
"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)