Acknowledgments
I would like to thank Peter Carr for his foreword, and David Hait and his team at OptionMetrics for providing me with very useful option data. I am grateful to my team at Wiley—Bill Falloon, Meg Freeborn, and associates—for their guidance and professionalism throughout the publication process.
Many thanks also to a group of individuals who, directly or indirectly, made this book possible: Romain Barc, Martin Bertsch, Eynour Boutia, Jose Casino, Mauro Cesa, John Dattorro, Emanuel Derman, Jim Gatheral, Fabrice Rouah, Simone Russo, Roberto Silvotti, and Paul Wilmott.
Last, a special mention to John Lyttle at Ogee Group for his help on many figures and problem solutions.
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