The Greeks and Hedging Explained (Financial Engineering 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.

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. 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. In 2007 he switched his career path toward commodities with a particular focus on energy modelling. . He also holds the position of visiting professor for the Catholic University of Leuven in Belgium. About the Author Peter Leoni graduated in 2003 with a PhD in mathematical physics and then stumbled into the fascinating world of fi

The Intuition Behind Option Hedging Amazon Customer I loved reading this book. It's provides the intuition behind managing a option book in an easy and entertaining way.Be sure to read this book before "Smile Pricing Explained.". "One Star" according to Diego Rodriguez. stupid book doesnt add real value. Steve S. said Five Stars. Excellent book- well written and to the point

He also holds the position of visiting professor for the Catholic University of Leuven in Belgium. Later on he moved into ING as a front office quant on the exotic derivatives desk. 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 Lon