Peter Leoni

eBook, PDF

The Greeks and Hedging Explained (eBook, PDF)

Beschreibung

A practical guide to basic and intermediate hedging techniques for traders, structerers and risk management quants. This book fills a gap for a technical but not impenetrable guide to hedging options, and the 'Greek' (Theta, Vega, Rho and Lambda) -parameters that represent the sensitivity of derivatives prices.

Technische Details

• Geräte: PC
• ohne Kopierschutz
• Größe: 2.97MB

Barrierefreiheit

• Text-to-Speech

Autor

Peter Leoni graduated in 2003 with a PhD in mathematical physics and then stumbled into the fascinating world of finance. He started his professional career in Belgium working for KBC Asset Management as a risk manager, modelling equity and interest rate derivatives. Later on he moved into ING as a front office quant on the exotic derivatives desk. In 2007 he switched his career path toward commodities with a particular focus on energy modelling. He spent four years in the trading unit of GDF Suez in Brussels and then worked for a private fund in Geneva, Macquarie Bank in London and currently for the London/Geneva office of a privately owned trading firm. He also holds the position of visiting professor for the Catholic University of Leuven in Belgium.

Produktdetails

• Verlag: Palgrave Macmillan UK
• Seitenzahl: 134
• Erscheinungstermin: 29. Mai 2014
• Englisch
• ISBN-13: 9781137350749
• Artikelnr.: 41319681