sentences:  Jim Gatheral
  
  Jim Gatheral is a researcher in the field of mathematical finance, who has contributed to the study of volatility as applied to the pricing and risk management of derivatives.A recurrent subject in his books and papers is the volatility smile, and he published in 2006 a book "The Volatility Surface" based on a course he taught for six years at New York University, along with Nassim Taleb.