The Greeks and Hedging Explained - Softcover

Leoni, Peter

Softcover

ISBN 10: 1137350733 ISBN 13: 9781137350732

Publisher: Palgrave Macmillan, 2014

Synopsis

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.

About this title

About the Author

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.

Edition details

• Publisher: Palgrave Macmillan
• Publication date: 2014
• Language: English
• ISBN 10: 1137350733
• ISBN 13: 9781137350732
• Binding: Paperback
• Number of pages: 148