The Greeks and Hedging Explained

Author: Hagendorf, Col
Availability: In stock
Regular Price AED 200.00 Special Price AED 190.00
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BISAC Categories:
Finance | Financial Engineering |
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.

Publisher Name Palgrave MacMillan
Author Name Hagendorf, Col
Format Audio
Bisac Subject Major BUS
Language NG
Isbn 10 1137350733
Isbn 13 9781137350732
Target Age Group min:NA, max:NA
Series 000753490
Dimensions 00.91" H x 00.05" L x 90.00" W
Page Count 134

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.

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