The Greeks and Hedging Explained by Peter Leoni

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	Non disponible
ISBN 13	9781137350732
ISBN 10	1137350733
Titre	The Greeks and Hedging Explained
Auteur	Peter Leoni
Série	Financial Engineering Explained
État	Non disponible
Type de reliure	Paperback
Éditeur	Palgrave Macmillan
Année de publication	2014-05-29
Nombre de pages	134
Note de couverture	La photo du livre est présentée à titre d'illustration uniquement. La reliure, la couverture ou l'édition réelle peuvent varier.
Note	Non disponible