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The Greeks and Hedging Explained (Financial Engineering Explained), by P. Leoni
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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.
- Sales Rank: #577978 in Books
- Published on: 2014-06-26
- Released on: 2014-06-26
- Original language: English
- Number of items: 1
- Dimensions: 9.30" h x .40" w x 6.07" l, 1.00 pounds
- Binding: Paperback
- 134 pages
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.
Most helpful customer reviews
0 of 3 people found the following review helpful.
Five Stars
By Steve S.
Excellent book- well written and to the point
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