Inside Volatility Filtering: Secrets of the Skew, 2nd Edition

Acknowledgments (Second Edition)

I'd like to thank the participants at the Global Derivatives 2012 and 2013 conferences for their valuable feedback. Many thanks go the students of the Baruch MFE program, where the first edition of the book was used for a Volatility Filtering course. Special thanks go to Peter Carr for his unique insights, as usual. Finally, I'd like to once again thank my wife, Firoozeh, and my children, Neda, Ariana, Alexander, and Kouros, for their patience and support.