Jim Gatheral Presidential Professor of Mathematics
Baruch College, City University of New York

Department of Mathematics
Box B6-230
One Bernard Baruch Way
New York, NY 10010, USA

Phone: 646.312.4134
Email: jim.gatheral@baruch.cuny.edu

Research interests include rough volatility, stochastic volatility, volatility surface modeling, and market microstructure.

Current research, publications, and lectures are available at:
https://jgatheral.github.io