https://jgatheral.github.io/about/ https://jgatheral.github.io/books/ https://jgatheral.github.io/further-talks/ https://jgatheral.github.io/ https://jgatheral.github.io/publications/ https://jgatheral.github.io/talks/ https://jgatheral.github.io/workshops/ https://jgatheral.github.io/assets/slides/AFVPricingDevelopmentsQuantminds2022.pdf 2026-02-25T19:06:46+00:00 https://jgatheral.github.io/assets/slides/Bachelier2008.pdf 2026-02-25T19:06:46+00:00 https://jgatheral.github.io/assets/slides/BeijingSPXVIX2013.pdf 2026-02-25T19:06:46+00:00 https://jgatheral.github.io/assets/slides/BloombergSVI2013.pdf 2026-02-25T19:06:46+00:00 https://jgatheral.github.io/assets/slides/Buzios2009.pdf 2026-02-25T19:06:46+00:00 https://jgatheral.github.io/assets/slides/Campos2011.pdf 2026-02-25T19:06:46+00:00 https://jgatheral.github.io/assets/slides/Chicago2016OptimalExecution.pdf 2026-02-25T19:06:46+00:00 https://jgatheral.github.io/assets/slides/Columbia1999.pdf 2026-02-25T19:06:46+00:00 https://jgatheral.github.io/assets/slides/ComplexDynamics2021.pdf 2026-02-25T19:06:46+00:00 https://jgatheral.github.io/assets/slides/Der2007.pdf 2026-02-25T19:06:46+00:00 https://jgatheral.github.io/assets/slides/DiamondsBBQ2021Corrected.pdf 2026-02-25T19:06:46+00:00 https://jgatheral.github.io/assets/slides/DiamondsColumbia2020.pdf 2026-02-25T19:06:46+00:00 https://jgatheral.github.io/assets/slides/DiamondsToronto2019.pdf 2026-02-25T19:06:46+00:00 https://jgatheral.github.io/assets/slides/FractionalVolatility2014BBQ.pdf 2026-02-25T19:06:46+00:00 https://jgatheral.github.io/assets/slides/GlobalDerivatives2011Volatility.pdf 2026-02-25T19:06:46+00:00 https://jgatheral.github.io/assets/slides/JOIM2011.pdf 2026-02-25T19:06:46+00:00 https://jgatheral.github.io/assets/slides/Liquidity2008.pdf 2026-02-25T19:06:46+00:00 https://jgatheral.github.io/assets/slides/NahaDMR2013.pdf 2026-02-25T19:06:46+00:00 https://jgatheral.github.io/assets/slides/OsakaSVI2012.pdf 2026-02-25T19:06:46+00:00 https://jgatheral.github.io/assets/slides/ParisMicrostructure2012.pdf 2026-02-25T19:06:46+00:00 https://jgatheral.github.io/assets/slides/PetitDejeuner2010.pdf 2026-02-25T19:06:46+00:00 https://jgatheral.github.io/assets/slides/QM2025-1%20Econometrics.pdf 2026-02-25T19:06:47+00:00 https://jgatheral.github.io/assets/slides/QM2025-2%20Rough%20volatility%20models.pdf 2026-02-25T19:06:47+00:00 https://jgatheral.github.io/assets/slides/QM2025-3%20Affine%20models.pdf 2026-02-25T19:06:47+00:00 https://jgatheral.github.io/assets/slides/QM2025-4%20Quadratic%20Rough%20Heston.pdf 2026-02-25T19:06:47+00:00 https://jgatheral.github.io/assets/slides/QRH-SSR-CBOE-2025.pdf 2026-02-25T19:06:47+00:00 https://jgatheral.github.io/assets/slides/QRH_SSR_Tandon_2026.pdf 2026-02-25T19:06:47+00:00 https://jgatheral.github.io/assets/slides/RandomMatrixBaruch2015.pdf 2026-02-25T19:06:47+00:00 https://jgatheral.github.io/assets/slides/RandomMatrixCovariance2007.pdf 2026-02-25T19:06:47+00:00 https://jgatheral.github.io/assets/slides/RationalShape.pdf 2026-02-25T19:06:47+00:00 https://jgatheral.github.io/assets/slides/RoughVolatilityBarcelona2017.pdf 2026-02-25T19:06:47+00:00 https://jgatheral.github.io/assets/slides/RoughVolatilityBaruch2024.pdf 2026-02-25T19:06:47+00:00 https://jgatheral.github.io/assets/slides/RoughVolatilityBologna2024.pdf 2026-02-25T19:06:47+00:00 https://jgatheral.github.io/assets/slides/RoughVolatilityColumbia2018.pdf 2026-02-25T19:06:47+00:00 https://jgatheral.github.io/assets/slides/RoughVolatilityOsaka2016.pdf 2026-02-25T19:06:47+00:00 https://jgatheral.github.io/assets/slides/RoughVolatilityWintonLSE2017.pdf 2026-02-25T19:06:47+00:00 https://jgatheral.github.io/assets/slides/SSR-BBQ-2023.pdf 2026-02-25T19:06:47+00:00 https://jgatheral.github.io/assets/slides/SSR-QuantMinds-2023.pdf 2026-02-25T19:06:47+00:00 https://jgatheral.github.io/assets/slides/SSR-Quantminds-2024.pdf 2026-02-25T19:06:47+00:00 https://jgatheral.github.io/assets/slides/Vol2006.pdf 2026-02-25T19:06:47+00:00 https://jgatheral.github.io/assets/slides/madrid2004.pdf 2026-02-25T19:06:47+00:00 https://jgatheral.github.io/assets/slides/slide.html 2026-02-25T19:06:47+00:00