Verkäufer
moluna, Greven, Deutschland
Verkäuferbewertung 5 von 5 Sternen
AbeBooks-Verkäufer seit 9. Juli 2020
Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Hands on application explains hedging as it is applied in practice, not as is described in textbooks, allowing readers to better understand the trading floor Need-to-know information with the most important models introduced and explained i. Bestandsnummer des Verkäufers 6027238
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.
Über die Autorin bzw. den Autor: 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.
Titel: The Greeks and Hedging Explained
Verlag: Palgrave Macmillan UK
Erscheinungsdatum: 2014
Einband: Softcover
Zustand: New