The Greeks and Hedging Explained

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.

Author: Peter Leoni
Publisher: Palgrave MacMillan
Published: 05/29/2014
Pages: 134
Binding Type: Paperback
Weight: 0.55lbs
Size: 9.10h x 5.90w x 0.50d
ISBN13: 9781137350732
ISBN10: 1137350733
BISAC Categories:
- Business & Economics | Finance | Financial Engineering
- Business & Economics | Insurance | Risk Assessment & Management
- Business & Economics | Investments & Securities | Futures

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.