The Greeks and Hedging Explained - Paperback

The Greeks and Hedging Explained - Paperback

$72.88
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The Greeks and Hedging Explained - Paperback

The Greeks and Hedging Explained - Paperback

$72.88

by Peter Leoni (Author)

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.

Author Biography

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.

Number of Pages: 134
Dimensions: 0.5 x 9.1 x 5.9 IN
Illustrated: Yes
Publication Date: June 26, 2014

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