Kamis, 24 November 2011

[X651.Ebook] Free Ebook The Greeks and Hedging Explained (Financial Engineering Explained), by P. Leoni

Free Ebook The Greeks and Hedging Explained (Financial Engineering Explained), by P. Leoni

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The Greeks and Hedging Explained (Financial Engineering Explained), by P. Leoni

The Greeks and Hedging Explained (Financial Engineering Explained), by P. Leoni



The Greeks and Hedging Explained (Financial Engineering Explained), by P. Leoni

Free Ebook The Greeks and Hedging Explained (Financial Engineering Explained), by P. Leoni

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The Greeks and Hedging Explained (Financial Engineering Explained), by P. 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.

  • 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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