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The Greeks and Hedging Explained

The Greeks and Hedging Explained - Paperback

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Availability:In StockContributor:Peter LeoniSeries:Financial Engineering ExplainedPublish date:2014-05-29Pages:134
Language:EnglishPublisher:Palgrave MacMillanISBN-13:9781137350732ISBN-10:1137350733UPC:9781137350732Book Category:Business & EconomicsBook Subcategory:Finance, Insurance, Investments & SecuritiesBook Topic:Financial Engineering, Risk Assessment & Management, FuturesSize:9.10 x 5.90 x 0.50 inchesWeight:0.5512Product ID:SCSP9VNEXR
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.
Language:EnglishPublisher:Palgrave MacMillanISBN-13:9781137350732ISBN-10:1137350733UPC:9781137350732Book Category:Business & EconomicsBook Subcategory:Finance, Insurance, Investments & SecuritiesBook Topic:Financial Engineering, Risk Assessment & Management, FuturesSize:9.10 x 5.90 x 0.50 inchesWeight:0.5512Product ID:SCSP9VNEXR
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.
Publisher: Palgrave MacMillan

Edition

2014 Edition

Contributor(s)

Peter Leoni

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