Financial Engineering Explained

The Greeks and Hedging Explained

Authors: Leoni, Peter

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  • 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 in an intuitive way without going into unnecessary mathematics
  • Case studies feature up-to-date market examples and conventions that are not found in related or commonly used texts
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About this book

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.

About the authors

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.

Table of contents (8 chapters)

Table of contents (8 chapters)

Buy this book

eBook n/a
  • ISBN 978-1-137-35074-9
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
Softcover n/a
  • ISBN 978-1-137-35073-2
  • Free shipping for individuals worldwide

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Bibliographic Information

Bibliographic Information
Book Title
The Greeks and Hedging Explained
Authors
Series Title
Financial Engineering Explained
Copyright
2014
Publisher
Palgrave Macmillan UK
Copyright Holder
Palgrave Macmillan, a division of Macmillan Publishers Limited
eBook ISBN
978-1-137-35074-9
DOI
10.1057/9781137350749
Softcover ISBN
978-1-137-35073-2
Edition Number
1
Number of Pages
XIV, 134
Topics