The Greeks and Hedging Explained
The Greeks and Hedging Explained
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The Greeks and Hedging Explained by Peter Leoni
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.
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.
| SKU | Unavailable |
| ISBN 13 | 9781137350732 |
| ISBN 10 | 1137350733 |
| Title | The Greeks and Hedging Explained |
| Author | Peter Leoni |
| Series | Financial Engineering Explained |
| Condition | Unavailable |
| Binding Type | Paperback |
| Publisher | Palgrave Macmillan |
| Year published | 2014-05-29 |
| Number of pages | 134 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |